Bahadur representation of the kernel quantile estimator under random censorship (Q1898403): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1006/jmva.1995.1052 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2078760954 / rank | |||
Normal rank | |||
Revision as of 20:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bahadur representation of the kernel quantile estimator under random censorship |
scientific article |
Statements
Bahadur representation of the kernel quantile estimator under random censorship (English)
0 references
17 September 1995
0 references
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.
0 references
Kaplan-Meier estimator
0 references
Bahadur representation
0 references
kernel quantile estimator
0 references
random censorship
0 references
law of the iterated logarithm
0 references
