The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
DOI10.1016/J.SPL.2011.03.033zbMATH Open1219.62062OpenAlexW2047712224MaRDI QIDQ553072FDOQ553072
Authors: V. Fakoor, Maryam Ajami, S. Jomhoori 
Publication date: 26 July 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.033
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- scientific article; zbMATH DE number 5585006
Kaplan-Meier estimatorlaw of the iterated logarithmstrong Gaussian approximationKiefer processcensored dependent data
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)
Cites Work
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- The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
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- Nonparametric Statistical Data Modeling
- A General Definition of the Lorenz Curve
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- A Smooth Nonparametric Estimator of a Quantile Function
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- Quantile process for left truncated and right censored data
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- A smooth nonparametric quantile estimator from right-censored data
- A note on strong approximation for quantile processes of strong mixing sequences
- Strong approximation of the quantile processes and its applications under strong mixing properties
- Bahadur representation of the kernel quantile estimator under random censorship
- A kernel-type estimator of a quantile function under randomly truncated data
- Strong Gaussian approximations of product-limit and quantile processes for strong mixing and censored data
- Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
- Strong Approximation of Quantile Function for Strong Mixing and Censored Processes
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
Cited In (6)
- Bahadur type representations for the kernel quantile estimation of the quantile function with censored dependent data
- Bahadur representation of the kernel quantile estimator under truncated and censored data.
- A note on the smooth estimator of the quantile function with left-truncated data
- Bahadur representation of the kernel quantile estimator under random censorship
- Title not available (Why is that?)
- A note on the smooth estimator of the quantile function with left-truncated data
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