Bahadur representation of the kernel quantile estimator under random censorship (Q1898403): Difference between revisions
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Latest revision as of 12:22, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bahadur representation of the kernel quantile estimator under random censorship |
scientific article |
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Bahadur representation of the kernel quantile estimator under random censorship (English)
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17 September 1995
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A representation due to \textit{P. Major} and \textit{L. Rejtö} [Ann. Stat. 16, No. 3, 1113-1132 (1988; Zbl 0667.62024)] for the Kaplan-Meier estimator is applied to establish a Bahadur representation for the kernel quantile estimator under random censorship. Comparing it with the product-limit quantile estimator, the convergence rate of the remainder term is substantially improved when \(F(x)\) is sufficiently smooth near the true quantile \(\xi_p\). As a consequence, a law of the iterated logarithm is also obtained.
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Kaplan-Meier estimator
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Bahadur representation
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kernel quantile estimator
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random censorship
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law of the iterated logarithm
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