A projection type distribution function and quantile estimates in the presence of auxiliary information

Cui Hengjian

Statistics & Probability Letters, 2000, vol. 48, issue 1, 91-100

Abstract: The strong consistency, asymptotic normality and the law of the iterated logarithm of a projection type distribution function and quantile estimates in the presence of the auxiliary information Eg(X)=0 are obtained by using the empirical likelihood method. The Bahadur representation of a projection type quantile estimate is also given. Moreover, their asymptotic variances are smaller than that of classical distribution and quantile estimates, respectively.

Keywords: Projection; type; distribution; function; and; quantile; Empirical; likelihood; ratio; Asymptotic; normality; The; law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 2000
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