Bahadur representation of the kernel quantile estimator under truncated and censored data

被引:0
|
作者
Sun Liuquan
Zheng Zhongguo
机构
[1] the Chinese Academy of Scienses,Institute of Applied Mathematics
[2] Peking University,Department of Probability and Statistics
关键词
Kernel quantile density estimator; Bahadur representation; left truncation and right censoring; LIL; asymptotic normality;
D O I
10.1007/BF02669830
中图分类号
学科分类号
摘要
In this article the authors establish the Bahadur type representations for the kernel quantile estimator and the kernel estimator of the derivatives of the quantile function on the basis of left truncated and right censored data. Under suitable conditions, with probability one, the exact convergence rate of the remainder term in the representations is obtained. As a by-product, the LIL, the asymptotic normality for those kernel estimators are derived.
引用
收藏
页码:257 / 268
页数:11
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