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 language | English |
|---|---|
| Pages (from-to) | 585-594 |
| Number of pages | 10 |
| Journal | Acta Mathematica Scientia |
| Volume | 26 |
| Issue number | 4 |
| DOIs | |
| State | Published - 2006 |
| Externally published | Yes |
Keywords
- Bahadur representation
- Product-limits quantile function
- Truncated data
- kernel estimator
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Dive into the research topics of '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)'. Together they form a unique fingerprint.Cite this
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