Bahadur representation of the kernel quantile estimator under truncated and censored data |
| |
Authors: | Sun Liuquan Zheng Zhongguo |
| |
Affiliation: | (1) Institute of Applied Mathematics, the Chinese Academy of Scienses, 100080 Beijing, China;(2) Department of Probability and Statistics, Peking University, 100871 Beijing, China |
| |
Abstract: | In this article the authors establish the Bahadur type representations for the kernel quantileestimator and the kernel estimator of the derivatives of the quantile function on the basis of lefttruncated and right censored data. Under suitable conditions, with probability one, the exactconvergence rate of the remainder term in the representations is obtained. As a by-product, theLIL, the asymptotic normality for those kernel estimators are derived. |
| |
Keywords: | Kernel quantile density estimator Bahadur representation left truncation and right censoring LIL asymptotic normality |
本文献已被 CNKI SpringerLink 等数据库收录! |
|