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- 2015
?-混合样本下有限个分位数估计的联合渐近分布
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Abstract:
本文研究了?-混合样本下总体的有限个分位数核估计的渐近性质.利用分块技术证明了?-混合样本下总体的有限个分位数核估计的联合渐近分布为多元正态分布,推广了文献[16]的相关结果.
This paper investigates the asymptotic behavior for the kernel-type estimates of a finite number of quantiles under ?-mixing samples. By using the block-wise technique, We obtain that the joint distribution of the kernel-type estimates of a finite number of quantiles under ?-mixing samples is asymptotically multivariate normal distributions, which improve the results of Cai and Roussa [16]