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Bahadur-Kiefer theorems for the product-limit process

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Listed:
  • Einmahl, J.H.J.

    (Tilburg University, School of Economics and Management)

  • Beirlant, J.

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.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Einmahl, J.H.J. & Beirlant, J., 1990. "Bahadur-Kiefer theorems for the product-limit process," Other publications TiSEM b5786a00-9c90-43f7-b986-a, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:b5786a00-9c90-43f7-b986-a40a5e7f54a9
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