φ-混合样本下有限个分位数估计的联合渐近分布  

JOINT ASYMPTOTIC DISTRIBUTION FOR A FINITE NUMBER OF QUANTILES UNDER Φ-MIXING SAMPLES

作　　者：关全文 秦永松[1] 

机构地区：[1]浙江师范大学数理与信息工程学院,浙江金华321004

出　　处：《数学杂志》2015年第5期1166-1174,共9页Journal of Mathematics

摘　　要：本文研究了φ-混合样本下总体的有限个分位数核估计的渐近性质.利用分块技术证明了φ-混合样本下总体的有限个分位数核估计的联合渐近分布为多元正态分布,推广了文献[16]的相关结果.This paper investigates the asymptotic behavior for the kernel-type estimates of a finite number of quantiles under Ф-mixing samples. By using the block-wise technique, We obtain that the joint distribution of the kernel-type estimates of a finite number of quantiles under Ф-mixing samples is asymptotically multivariate normal distributions, which improve the results of Cai and Roussa [16].

关 键 词：Ф-混合样本 分位数 核估计 联合分布 

分 类 号：O211.7[理学—概率论与数理统计]