基于相依函数型数据具有稳健性质的条件分位数核估计  

A kernel estimate of conditional quantile with robust property based on dependent functional data

作　　者：程伟[1] 凌能祥[1] 

机构地区：[1]合肥工业大学数学学院,安徽合肥230009

出　　处：《合肥工业大学学报（自然科学版）》2010年第4期613-615,624,共4页Journal of Hefei University of Technology：Natural Science

基　　金：合肥工业大学精品课程资助项目(YJC2008Y07)

摘　　要：文章基于相依函数型数据,通过一种具有稳健性质的方法,研究了条件分位数核估计,避免了采用双核方法中存在的问题;并在一定的条件下建立了估计量的几乎完全收敛的速度,推广了现有文献的结果。In this paper, a kernel estimate of conditional quantile is investigated on the basis of dependent functional data by using a method with robust property. It can avoid the problems which may occur by using the double-kernel method. The almost complete convergence rate of the estimators is established under certain conditions which extends the results in the related literature.

关 键 词：相依函数型数据 条件分位数估计 几乎完全收敛速度 

分 类 号：O212.7[理学—概率论与数理统计]