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The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data

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  • Ajami, M.
  • Fakoor, V.
  • Jomhoori, S.

Abstract

In this paper, we consider the kernel-type estimator of the quantile function based on the kernel smoother under a censored dependent model. The Bahadur-type representation of the kernel smooth estimator is established, and from the Bahadur representation we can show that this estimator is strongly consistent.

Suggested Citation

  • Ajami, M. & Fakoor, V. & Jomhoori, S., 2011. "The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1306-1310, August.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:8:p:1306-1310
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    References listed on IDEAS

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    1. Sen, Pranab Kumar, 1972. "On the Bahadur representation of sample quantiles for sequences of [phi]-mixing random variables," Journal of Multivariate Analysis, Elsevier, vol. 2(1), pages 77-95, March.
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