Bahadur-Kiefer theorems for the product-limit process

DOI10.1016/0047-259X(90)90029-HzbMath0712.62041MaRDI QIDQ749103

John H. J. Einmahl, Jan Beirlant

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

product-limit estimatorKaplan-Meier estimatorsupremum normalmost sure upper boundBahadur-Kiefer representationfinite- dimensional convergencePL quantile estimatorPL quantile processrandom censorship from the right modelsharp uniform Bahadur representation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Confidence bands for the quantile function under random censoring ⋮ Bahadur-kiefer theorems for kernel smooth product-limit quantile estimator ⋮ \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator ⋮ Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions

Cites Work

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• Bahadur-Kiefer-type processes
• Strong approximations of the quantile process of the product-limit estimator
• Local convergence of empirical measures in the random censorship situation with application to density and rate estimators
• A correction to and improvement of: ``Strong approximations of some biometric estimates under random censorship
• Strong embedding of the estimator of the distribution function under random censorship
• Strong approximations of the quantile process
• Nonparametric Estimation from Incomplete Observations
• Kiefer's theorem via the Hungarian construction
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles

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