The random weighting estimate of quantile process

被引：21

作者：

Gao, SS ^{[1
]}

Zhang, ZL ^{[1
]}

Yang, B ^{[1
]}

机构：

[1] Northwestern Polytech Univ, Dept Automat Control, Xian 710072, Peoples R China

来源：

INFORMATION SCIENCES | 2004年 / 164卷 / 1-4期

关键词：

consistency; random weighting; quantile process; random variables;

D O I：

10.1016/j.ins.2003.10.002

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Let X-1, X-2, . . . , X-n be a sample of independent random variables with common distribution function (df) F and denote by F-n the corresponding empirical (df), where H-n is a random weighting estimation of F-n (H-n(x) = Sigma(i=1)(n) nu(i)I((xix)) and F-n = (1)/(n) Sigma(i=1)(n) X-i). In this paper, the random weighting method is applied to the sample q-quantile process. First, the consistency of the random weighting approximation is proved for the distribution of n(1/2) {F-n(-1)(q) - F-1(q)}, and its convergence rate is researched. Second, the weak convergence of a smoothed random weighting estimates error is proved for the sample q-quartile process. (C) 2003 Elsevier Inc. All rights reserved.

引用

页码：139 / 146

页数：8

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