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

Li Xun; Li Shao; Yong Zhou

doi:10.1016/j.spl.2016.10.001

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

Li Xun
, Li Shao
, Yong Zhou^*

^*Corresponding author for this work

Changchun University of Technology
Shanghai University of Finance and Economics
CAS - Academy of Mathematics and System Sciences

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	29-36
Number of pages	8
Journal	Statistics and Probability Letters
Volume	121
DOIs	https://doi.org/10.1016/j.spl.2016.10.001
State	Published - 1 Feb 2017
Externally published	Yes

Keywords

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

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10.1016/j.spl.2016.10.001

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title = "Efficiency of estimators for quantile differences with left truncated and right censored data",

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.",

keywords = "Deficiency, Left truncated and right censored data, Mean squared error, Quantile difference",

author = "Li Xun and Li Shao and Yong Zhou",

note = "Publisher Copyright: {\textcopyright} 2016 Elsevier B.V.",

year = "2017",

month = feb,

day = "1",

doi = "10.1016/j.spl.2016.10.001",

language = "英语",

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TY - JOUR

T1 - Efficiency of estimators for quantile differences with left truncated and right censored data

AU - Xun, Li

AU - Shao, Li

AU - Zhou, Yong

PY - 2017/2/1

Y1 - 2017/2/1

N2 - 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.

AB - 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.

KW - Deficiency

KW - Left truncated and right censored data

KW - Mean squared error

KW - Quantile difference

UR - https://www.scopus.com/pages/publications/84993967023

U2 - 10.1016/j.spl.2016.10.001

DO - 10.1016/j.spl.2016.10.001

M3 - 文章

AN - SCOPUS:84993967023

SN - 0167-7152

VL - 121

SP - 29

EP - 36

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

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

Abstract

Keywords

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