Empirical quantile process under type-II progressive censoring
This 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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Volume (Year): 68 (2004)
Issue (Month): 1 (June)
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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.
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