函数型数据下条件分位数的经验似然推断

Empirical likelihood inference of a conditional quantile for functional data

针对函数型数据下条件分位数的区间估计问题提出应用经验似然方法来构造条件分位数的置信区间,并在适当的条件下得到了经验似然比统计量渐近服从χ~2(1).

For the interval estimation of a conditional quantile with functional data,this paper employs the empirical likelihood method to construct confidence intervals for a conditional quantile. It is proved that the empirical likelihood ratio statistic is asymptotically chi-square distributed with one degree of freedom under some mild conditions.