Bahadur-Kiefer theorems for the product-limit process

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

Jan Beirlant, John H. J. Einmahl

Publication date: 1990

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

zbMATH Keywords

product-limit estimator; Kaplan-Meier estimator; supremum norm; almost sure upper bound; Bahadur-Kiefer representation; finite- dimensional convergence; PL quantile estimator; PL quantile process; random censorship from the right model; sharp uniform Bahadur representation

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

60F15: Strong limit theorems

60F17: Functional limit theorems; invariance principles

Related Items

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

Cites Work

• 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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