Relative deficiency of quantile estimators for left truncated and right censored data

Mu Zhao; Fangfang Bai; Yong Zhou

doi:10.1016/j.spl.2011.06.016

Relative deficiency of quantile estimators for left truncated and right censored data

Mu Zhao
, Fangfang Bai^*
, Yong Zhou

^*此作品的通讯作者

CAS - Academy of Mathematics and System Sciences
School of Mathematical Science, Anhui University
Shanghai University of Finance and Economics

科研成果: 期刊稿件 › 文章 › 同行评审

5 引用（Scopus）

摘要

The quantity deficiency which was proposed by Hodges and Lehmann (1970) is used to compare different statistical procedures. In this article, the deficiency of the sample quantile estimator with respect to the kernel quantile estimator for left truncated and right censored (LTRC) data in the sense of Hodges and Lehmann is considered. We also give the optimal bandwidth for the kernel quantile estimator. Monte Carlo studies are conducted to illustrate our results.

源语言	英语
页（从-至）	1725-1732
页数	8
期刊	Statistics and Probability Letters
卷	81
期	11
DOI	https://doi.org/10.1016/j.spl.2011.06.016
出版状态	已出版 - 11月 2011
已对外发布	是

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abstract = "The quantity deficiency which was proposed by Hodges and Lehmann (1970) is used to compare different statistical procedures. In this article, the deficiency of the sample quantile estimator with respect to the kernel quantile estimator for left truncated and right censored (LTRC) data in the sense of Hodges and Lehmann is considered. We also give the optimal bandwidth for the kernel quantile estimator. Monte Carlo studies are conducted to illustrate our results.",

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AB - The quantity deficiency which was proposed by Hodges and Lehmann (1970) is used to compare different statistical procedures. In this article, the deficiency of the sample quantile estimator with respect to the kernel quantile estimator for left truncated and right censored (LTRC) data in the sense of Hodges and Lehmann is considered. We also give the optimal bandwidth for the kernel quantile estimator. Monte Carlo studies are conducted to illustrate our results.

KW - Deficiency

KW - Quantile estimator

KW - Smoothed quantile estimator

KW - Truncated and censored data

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JO - Statistics and Probability Letters

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ER -

Relative deficiency of quantile estimators for left truncated and right censored data

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