The cumulative quantile regression function with censored and truncated covariate

被引:0
|
作者
Tse S.M. [1 ]
机构
[1] Dept. Appl. Math., National Dong Hwa University, Hualien
关键词
induced order statistics; law of the iterated logarithm; Lorenz curve; partial sum process; product-limit process; quantile regression function; strong Gaussian approximation;
D O I
10.3103/S1066530712030040
中图分类号
学科分类号
摘要
In this paper, we consider the empirical estimator of the cumulative quantile regression (CQR) functionwhen the covariate is subjected to random truncation and censorship. Strong Gaussian approximations for the associated CQR process are established under appropriate assumptions. A functional law of the iterated logarithm for the CQR process is also derived. These results provide a foundation for the asymptotic theory of functional statistics based on these processes. © 2012 Allerton Press, Inc.
引用
收藏
页码:238 / 249
页数:11
相关论文
共 50 条