Confidence bands for quantile function under random censorship |
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| Authors: | Chang-Jo F Chung Miklós Csörgő Lajos Horváth |
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| Institution: | (1) Geological Survey of Canada, 601 Boath Street, K1A 0F8 Ottawa, Ontario, Canada;(2) Department of Mathematics and Statistics, Carleton University, K1S 5B6 Ottawa, Ontario, Canada;(3) Department of Mathematics, The University of Utah, 84112 Salt Lake City, UT, U.S.A. |
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| Abstract: | Some new confidence bands are established for the quantile function from randomly censored data. The method does not require estimation of the density function. As an application, we construct bands for the quantile function of the length of fractures in the granitic plutons near Lac du Bonnet, Manitoba, where an Underground Research Laboratory is being built for the nuclear waste disposal program in Canada.Geological Survey of Canada Contribution Number 10386.Research partially supported by an NSERC Canada Grant.Research done while at Carieton University, supported by NSERC Canada and EMR Canada Grants of M. Csörg . |
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| Keywords: | Censored data quantile function confidence band Wiener process granitic pluton |
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