The random weighting estimate of quantile process

Authors:
Shesheng Gao;Zhenlong Zhang;Bo Yang
Affiliations:
Department of Automatic Control, Northwestern Polytechnical University, Xi'an 710072, China;Department of Automatic Control, Northwestern Polytechnical University, Xi'an 710072, China;Department of Automatic Control, Northwestern Polytechnical University, Xi'an 710072, China
Venue:
Information Sciences—Informatics and Computer Science: An International Journal
Year:
2004

Citing 0
Cited 5

Random weighting estimation of parameters in generalized Gaussian distribution

Information Sciences: an International Journal
Random weighting approximate of NA sample mean and application research

ACACOS'08 Proceedings of the 7th WSEAS International Conference on Applied Computer and Applied Computational Science
Random weighting estimation for fusion of multi-dimensional position data

Information Sciences: an International Journal
Random Weighting Estimation of One-sided Confidence Intervals in Discrete Distributions

International Journal of Intelligent Mechatronics and Robotics
Weak convergence for random weighting estimation of smoothed quantile processes

Information Sciences: an International Journal

Quantified Score

Hi-index	0.01

Visualization

Abstract

Let X1,X2.....Xn be a sample of independent random variables with common distribution function (df)F and denote by Fn the corresponding empirical (df). where Hn is a random weighting estimation of Fn (Hn(x)= Σin 1 v, Ix1x and Fn=n/1 Σin 1 xi). In this paper, the random weighting method is applied to the sample q-quantile process. First, the consistency of the random weighting approximation is proved for the distribution of n 1/2{Fn-1(q)-F-1(q)}, and its convergence rate is researched. Second, the weak convergence of a smoothed random weighting estimates error is proved for the sample q-quantile process.