核光滑分位估计量的极限定理(英).pdfVIP

Journal of M athem atical Research Expo sition . 17, . 4, 501- 507, . 1997 V o l N o N ov Som e L im it Theorem s for Kernel- Sm ooth Quan tile Estimators Z hou Y ong ( Inst. of A pp l. M ath. , A cadem ia Sinica, Beijing 100080) 　 Abstract W eak convergence and strong consistency of the rem ainder term in the Bahadur rep re p - . sentation of the samp le quantile are established F rom the results w e obtain asymp to tic no r . m ality and the law s of iterated logarithm fo r smoo th quantile estim ato r 　 , , . Keywords Bahadur rep resentation samp le quantile emp irical p rocess and quantile p rocess 　 ( 1991) 62 20, 62 30 212. 2, 212. 7 Classif ication AM S E G CCL O O 1. In troduction O ne characteristic of the distribu tion that is of in terest is the quan tile function , w h ich is . u sefu l in reliab ility and m edical studies Fo r the distribu tion function F , the quan tile function is defined by Q (p ) = in f {x : F (x ) p }, 　 0 p 1. A natu ral esti