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.
Download InfoIf 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.
Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 68 (2004)
Issue (Month): 1 (June)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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.
- 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.
- 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.
If references are entirely missing, you can add them using this form.