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Bahadur-Kiefer theorems for the product-limit process
Authors:Jan Beirlant  John H J Einmahl
Abstract:In the random censorship from the right model, strong and weak limit theorems for Bahadur-Kiefer type processes based on the product-limit estimator are established. The main theorm is sharp and may be considered as a final result as far as this type of research is concerned. As a consequence of this theorem a sharp uniform Bahadur representation for product-limit quantiles is obtained.
Keywords:Bahadur representation  empirical and quantile processes  limit theorems  product-limit  random censorship
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