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系统科学与数学 2001
SMOOTHED EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR QUANTILE IN THE PRESENCE OF AUXILIARY INFORMATION
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Abstract:
A confidence interval of p-quantile by empirical likelihood is given in paper 4]. This paper gives a confidence interval of p-quantile in the presence of partial auxiliary information by empirical likelihood. Some ideal asymptotic properties are obtained. The coverage errors of smoothed empirical likelihood confidence interval for p-quantile is of order n-1. Bartlett-correction could be employed to reduce the order n-2 of magnititude of the coverage error.