Smooth nonparametric quantile estimation under censoring: simulations and bootstrap methods

DOI10.1080/03610918608812558zbMath0609.62060OpenAlexW2045609516MaRDI QIDQ3749934

W. J. Padgett, L. A. Thombs

Publication date: 1986

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918608812558

zbMATH Keywords

bootstrapbandwidthmean squared errorMonte Carlo simulationsright-censored datalifetime distributionquantile functioncomparison of estimatorsinterval estimatesproduct-limit quantile functionkernel-type quantile estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Reliability and life testing (62N05) Probabilistic methods, stochastic differential equations (65C99)

Related Items

A kernel nonparametric quantile estimator for right-censored competing risks data, A smooth nonparametric quantile estimator from right-censored data, On the mean squared error of nonparametric quantile estimators under random right-censorship, Bahadur-kiefer theorems for kernel smooth product-limit quantile estimator, Bayesian bandwidth estimation for local linear fitting in nonparametric regression models, Optimum invariant tests for random manova models, A modified kernel quantile estimator under censoring, An exact bootstrap approach towards modification of the Harrell–Davis quantile function estimator for censored data, Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth, Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring, Bootstrap selection of bandwidth and confidence bands for nonparametric regression