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.
If 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.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
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|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
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.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:68:y:2004:i:1:p:111-123. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If references are entirely missing, you can add them using this form.