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.
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页码：139 / 146
页数：8
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