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Quantile Estimation in the Presence of Auxiliary Information under Negatively Associated Samples
Authors:Yongsong Qin  Qingzhu Lei
Institution:1. Department of Mathematics , Zhejiang Normal University , Jinhua , Zhejiang , China ysqin1964@yahoo.ca;3. Department of Mathematics , Zhejiang Normal University , Jinhua , Zhejiang , China
Abstract:In this article, we apply the empirical likelihood technique to propose a new class of quantile estimators in the presence of some auxiliary information under negatively associated samples. It is shown that the proposed quantile estimators are asymptotically normally distributed with smaller asymptotic variances than those of the usual quantile estimators. It is also shown that blocking technique is an useful tool in estimating asymptotic variance under negatively associated samples, which makes it possible to construct normal approximation based confidence intervals for quantiles.
Keywords:Empirical likelihood  Negatively associated sample  Quantile  Relative efficiency
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