Quantile process for left truncated and right censored data |
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Authors: | Szeman Tse |
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Institution: | (1) Department of Applied Mathematics, National Donghua University, Hualien, Taiwan, R.O.C. |
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Abstract: | In this paper, we consider the product-limit quantile estimator of an unknown quantile function when the data are subject
to random left truncation and right censorship. This is a parallel problem to the estimation of the unknown distribution function
by the product-limit estimator under the same model. Simultaneous strong Gaussian approximations of the product-limit process
and product-limit quantile process are constructed with rate
. A functional law of the iterated logarithm for the maximal deviation of the estimator from the estimand is derived from
the construction.
Work partially supported by NSC Grant 89-2118-M-259-011. |
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Keywords: | Left truncation right censorship product-limit quantile process Gaussian approximations |
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