Quantile and quantile-function estimations under density ratio model

1. Introduction. Forestry plays a major role in the Canadian economy; maintaining the high quality of wood products is vital economically and socially. We are designing an effective long-term monitoring plan for the quality of forestry products in Canada. Two important quality indices for a piece of lumber are the modulus of elasticity (MOE) and the modulus of rupture (MOR), its strength in terms of elasticity and toughness. The reliability of lumber-based structures may depend heavily on the lower population quantiles of these indices. However, it is costly, time consuming and laborious to obtain these quality measurements. Therefore, efficient estimates of the population quantiles and their functions are important. The estimation of quantiles based on a single random sample is a wellresearched topic. Empirical quantiles have been shown to admit a Bahadur representation [Bahadur (1966); Kiefer (1967); Serfling (1980)], making it simple to study the joint limiting distributions of any number of sample quantiles and their smooth functions. In the presence of auxiliary information, the empirical likelihood [EL; Owen (1988, 2001)] can be utilized to improve efficiency. The Bahadur

[1]  Jing Qin,et al.  A Semiparametric Approach to the One-Way Layout , 2001, Technometrics.

[2]  Biao Zhang,et al.  Assessing Goodness-of-Fit of Generalized Logit Models Based on Case-Control Data , 2002 .

[3]  A. Keziou,et al.  On empirical likelihood for semiparametric two-sample density ratio models , 2008 .

[4]  Konstantinos Fokianos,et al.  On the Effect of Misspecifying the Density Ratio Model , 2006 .

[5]  Ing Rj Ser Approximation Theorems of Mathematical Statistics , 1980 .

[6]  A. Owen Empirical likelihood ratio confidence intervals for a single functional , 1988 .

[7]  R. Serfling Approximation Theorems of Mathematical Statistics , 1980 .

[8]  J. Anderson Multivariate logistic compounds , 1979 .

[9]  Xiaotong Shen,et al.  Empirical Likelihood , 2002 .

[10]  Shuangzhe Liu,et al.  Hadamard, Khatri-Rao, Kronecker and Other Matrix Products , 2008 .

[11]  C. D. Kemp,et al.  Density Estimation for Statistics and Data Analysis , 1987 .

[12]  Zhou Zhou,et al.  Local linear quantile estimation for nonstationary time series , 2009, 0908.3576.

[13]  J. Kiefer On Bahadur's Representation of Sample Quantiles , 1967 .

[14]  Jiahua Chen,et al.  Bahadur representations of the empirical likelihood quantile processes , 2000 .

[15]  Konstantinos Fokianos,et al.  Density ratio model selection , 2007 .

[16]  D. Pollard,et al.  Asymptotics for minimisers of convex processes , 2011, 1107.3806.

[17]  P. Deheuvels Estimation non paramétrique de la densité par histogrammes généralisés , 1977 .

[18]  Biao Zhang,et al.  Quantile estimation under a two-sample semi-parametric model , 2000 .

[19]  J. Qin,et al.  A goodness-of-fit test for logistic regression models based on case-control data , 1997 .

[20]  Wei Biao Wu,et al.  On the Bahadur representation of sample quantiles for dependent sequences , 2005 .

[21]  R. R. Bahadur A Note on Quantiles in Large Samples , 1966 .