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Bahadur-Kiefer theorems for the product-limit process

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Author Info
Beirlant, Jan
Einmahl, John H. J.

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Abstract

In the random censorship from the right model, strong and weak limit theorems for Bahadur-Kiefer type processes based on the product-limit estimator are established. The main theorm is sharp and may be considered as a final result as far as this type of research is concerned. As a consequence of this theorem a sharp uniform Bahadur representation for product-limit quantiles is obtained.

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File URL: http://www.sciencedirect.com/science/article/B6WK9-4CTN8B5-9P/2/ec9c8e5b2f79bb5c049e2b0a9df532fc
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Publisher Info
Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 35 (1990)
Issue (Month): 2 (November)
Pages: 276-294
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Handle: RePEc:eee:jmvana:v:35:y:1990:i:2:p:276-294

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Related research
Keywords: Bahadur representation empirical and quantile processes limit theorems product-limit random censorship;

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