Abstract
This paper studies the nonparametric estimator of the quantile function under length-biased and right censored data, with the property of length-bias that the residual lifetime share the same distribution as the truncation time. A nonparametric estimator of the quantile function is proposed based on the improved product-limit estimator of distribution function that takes into account the auxiliary information about the length-biased sampling. Asymptotic properties of the estimator are derived, and numerical simulation studies are conducted to assess the performance of the proposed estimator, an application is also given using the Channing house data.
| Original language | English |
|---|---|
| Pages (from-to) | 150-158 |
| Number of pages | 9 |
| Journal | Statistics and Probability Letters |
| Volume | 134 |
| DOIs | |
| State | Published - Mar 2018 |
| Externally published | Yes |
Keywords
- Bahadur representation
- Length-biased data
- Quantile estimation
- Right-censored data