Efficiency of estimators for quantile differences with left truncated and right censored data

Li Xun, Li Shao, Yong Zhou

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

We study the efficiency of two estimators of quantile difference with left truncated and right censored data. Based on deficiency, the performances of the estimators are compared. The theoretical results and numerical studies show that the smoothed estimator is more efficient.

Original languageEnglish
Pages (from-to)29-36
Number of pages8
JournalStatistics and Probability Letters
Volume121
DOIs
StatePublished - 1 Feb 2017
Externally publishedYes

Keywords

  • Deficiency
  • Left truncated and right censored data
  • Mean squared error
  • Quantile difference

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