Advanced Search
MyIDEAS: Login to save this article or follow this journal

Strong approximations of the quantile process of the product-limit estimator

Contents:

Author Info

  • Aly, Emad-Eldin A. A.
  • Csörgo, Miklós
  • Horváth, Lajos

Abstract

The quantile process of the product-limit estimator (PL-quantile process) in the random censorship model from the right is studied via strong approximation methods. Some almost sure fluctuation properties of the said process are studied. Sections 3 and 4 contain strong approximations of the PL-quantile process by a generalized Kiefer process. The PL and PL-quantile processes by the same appropriate Kiefer process are approximated and it is demonstrated that this simultaneous approximation cannot be improved in general. Section 5 contains functional LIL for the PL-quantile process and also three methods of constructing confidence bands for theoretical quantiles in the random censorship model from the right.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.sciencedirect.com/science/article/B6WK9-4CRM8P5-1R/2/ee0030d32fa5828febe4c261ac21e688
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 16 (1985)
Issue (Month): 2 (April)
Pages: 185-210

as in new window
Handle: RePEc:eee:jmvana:v:16:y:1985:i:2:p:185-210

Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

Order Information:
Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web: https://shop.elsevier.com/order?id=622892&ref=622892_01_ooc_1&version=01

Related research

Keywords: Censored data product limit quantile process weak convergence strong approximation confidence bands;

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Szeman Tse, 2005. "Quantile process for left truncated and right censored data," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(1), pages 61-69, March.
  2. Cheng, Cheng, 2002. "Almost-sure uniform error bounds of general smooth estimators of quantile density functions," Statistics & Probability Letters, Elsevier, vol. 59(2), pages 183-194, September.
  3. J. Ghorai, 1991. "Estimation of a smooth quantile function under the proportional hazards model," Annals of the Institute of Statistical Mathematics, Springer, vol. 43(4), pages 747-760, December.
  4. Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël, 2002. "The modified bootstrap error process for Kaplan-Meier quantiles," Statistics & Probability Letters, Elsevier, vol. 58(1), pages 31-39, May.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:16:y:1985:i:2:p:185-210. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.