A KERNEL-TYPE ESTIMATOR OF A QUANTILE FUNCTION UNDER RANDOMLY TRUNCATED DATA* * Zhou's research was partially supported by the NNSF of China (10471140, 10571169); Wu's research was partially supported by NNSF of China (0571170)

Yong Zhou, Guofu Wu, Daoji Li

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Abstract

A kernel-type estimator of the quantile function Q(p) = inf {t : F(t) ≥ p}, 0 ≤ p ≤ 1, is proposed based on the kernel smoother when the data are subjected to random truncation. The Bahadur-type representations of the kernel smooth estimator are established, and from Bahadur representations the authors can show that this estimator is strongly consistent, asymptotically normal, and weakly convergent.

Original languageEnglish
Pages (from-to)585-594
Number of pages10
JournalActa Mathematica Scientia
Volume26
Issue number4
DOIs
StatePublished - 2006
Externally publishedYes

Keywords

  • Bahadur representation
  • Product-limits quantile function
  • Truncated data
  • kernel estimator

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