| 引用本文： |
-
郑李玲.缺失数据情形条件分位数的经验似然置信区间[J].广西科学院学报,2013,29(4):269-274,277. [点击复制]
- ZHENG Li-ling.Empirical Likelihood Confidence Intervals for Conditional Quantiles with Missing Data[J].Journal of Guangxi Academy of Sciences,2013,29(4):269-274,277. [点击复制]
|
|
| 摘要: |
| 在响应变量满足随机缺失机制下,采用经验似然方法和C-C方法,分别构造不含附加信息和含附加信息时条件分位数的经验似然比统计量的渐近分布,以及条件分位数的经验似然置信区间,并证明一类检验问题的渐近功效随着信息量的增加而非下降. |
| 关键词: 缺失数据 条件分位数 经验似然 附加信息 |
| DOI： |
| 投稿时间：2013-04-27修订日期：2013-06-02 |
| 基金项目:国家自然科学基金项目(10971038)资助。 |
|
| Empirical Likelihood Confidence Intervals for Conditional Quantiles with Missing Data |
|
ZHENG Li-ling
|
| (School of Mathematics and Computer Science, Guangxi Qinzhou University, Qinzhou, Guangxi, 535000, China) |
| Abstract: |
| When the response variable is missing at random, empirical likelihood and the C-C method is combined to obtain asymptotic distributions of empirical likelihood ratio statistics in the absence and presence of some auxiliary information. Then empirical likelihood ratio confidence intervals for conditional quantiles are constructed. It is shown that asymptotic efficacy of some test problems increases along with raise of the information quantity. |
| Key words: missing data conditional quantile empirical likelihood auxiliary information |
