Strong approximations of the quantile process of the product-limit estimator

The quantile process of the product-limit estimator (PL-quantile process) in the random censorship model from the right is studied via strong approximation methods. Some almost sure fluctuation properties of the said process are studied. Sections 3 and 4 contain strong approximations of the PL-quantile process by a generalized Kiefer process. The PL and PL-quantile processes by the same appropriate Kiefer process are approximated and it is demonstrated that this simultaneous approximation cannot be improved in general. Section 5 contains functional LIL for the PL-quantile process and also three methods of constructing confidence bands for theoretical quantiles in the random censorship model from the right.