Strong approximations of the quantile process of the product-limit estimator (Q1065478): Difference between revisions

The authors study the quantile process of the product-limit estimator (PL-quantile process) in the random censorship model from the right via strong approximation processes. They obtain simultaneous approximation of PL and PL-quantile processes by the same appropriate generalized Kiefer process. Applications of the results for obtaining confidence bands for theoretical quantiles in the random censorship model from the right are given. The results obtained generalize those by the second author and \textit{P. Revesz} [Two approaches to constructing simultaneous confidence bounds for quantiles. Probab. Math. Stat. 4, 221-236 (1984)] in the uncensored case.