分位点函数的光滑非参数估计的BAHADUR表示

Bahadur Representation On Smooth Nonparametric Estimator of a Quantile Function

    摘要
  • 摘要: 文中对分位函数给出了具有更广泛应用的光滑分位估计,证明了该光滑分位估计的逐点和一致的Bahadur强表示定理;并由此结果推导了估计的重对数律,强逼近等深刻结果。

     

    Abstract: A smooth quantile estimator is proposed in this paper and the strong Bahadur representation of this estimator is obtained. From this result, we prove the law of iterated logarithm and weak convergence for the quanrile estimator.

     

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