Empirical quantile process under type-II progressive censoring
AbstractThis work deals with asymptotic properties of the [[alpha]m]th-order statistic of a type-II progressively censored sample of size m. Such an order statistic, indexed by [alpha][set membership, variant][0,1], is called the quantile process. Our main results concern the normalized version of the quantile process for which a weak convergence result is obtained. This result is applied in order to construct non-parametric estimators of quantiles. Monte-Carlo simulations illustrate the behavior of the estimators for limited sample size.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 68 (2004)
Issue (Month): 1 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Olivier Guilbaud, 2001. "Exact Non-parametric Confidence Intervals for Quantiles with Progressive Type-II Censoring," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 28(4), pages 699-713.
- Sergio Alvarez-Andrade & N. Balakrishnan & Laurent Bordes, 2009. "Proportional hazards regression under progressive Type-II censoring," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(4), pages 887-903, December.
- Alvarez-Andrade, S. & Balakrishnan, N. & Bordes, L., 2007. "Homogeneity tests based on several progressively Type-II censored samples," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1195-1213, July.
- N. Balakrishnan & E. Beutner & E. Cramer, 2010. "Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 19(1), pages 68-91, May.
- Udo Kamps & Erhard Cramer, 2007. "Comments on: Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(2), pages 271-275, August.
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