| Sequential Confidence Bands for Quantile Densities Under Truncated and Censored Data |
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| 作者姓名： | YongZhou Liu-quanSun |
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| 作者单位： | Yong Zhou，Liu-quan Sun Academy of Mathematics and System Sciences，Chinese Academy of Sciences，Beijing 100080，China |
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| 基金项目： | Supported by the National Natural Science Foundation of China (No.10471140) |
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| 摘 要： | In this paper an asymptotic distribution is obtained for the maximal deviation between the kernel quantile density estimator and the quantile density when the data are subject to random left truncation and right censorship. Based on this result we propose a fully sequential procedure for construct ing a fixed-width confidence band for the quantile density on a finite interval and show that the procedure has the desired coverage probability asymptotically as the width of the band approaches zero.
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| 关 键 词： | 分位数密度估计 渐近分布 连续置信区间 最大导数 |
| 收稿时间： | 27 November 2003 |
Sequential Confidence Bands for Quantile Densities Under Truncated and Censored Data |
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| YongZhou Liu-quanSun.Sequential Confidence Bands for Quantile Densities Under Truncated and Censored Data[J].Acta Mathematicae Applicatae Sinica,2005,21(2):311-322. |
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| Authors: | Yong Zhou Liu-quan Sun |
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| Institution: | (1) Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080, China |
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| Abstract: | In this paper an asymptotic distribution is obtained for the maximal deviation between the kernel quantile density estimator and the quantile density when the data are subject to random left truncation and right censorship. Based on this result we propose a fully sequential procedure for construct ing a fixed-width confidence band for the quantile density on a finite interval and show that the procedure has the desired coverage probability asymptotically as the width of the band approaches zero. |
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| Keywords: | Truncated and censored data quantile density estimation maximal deviation asymptotic distribution sequential confidence band |
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