基金Research partially supported by National Natural Science Foundation of China(19631040),Ph.D.Program Foundation of Ministry of Education of China and Special Foundation of Academia sinica.
文摘记(X,Y)为二元随机变量,F(x)为X的边缘分布函数,定义Y关于X的分位回归函数为h(u)=E(Y\F(X)=u),记S(u)=integral from n=0 to u(J(t)h(t)dt)为加权累计分位回归函数,其中J(·)为权函数,本文讨论了S(u)的经验版本的弱收敛性质。