A modified kernel quantile estimator under censoring

DOI10.2307/3314638zbMath0667.62023OpenAlexW2102204882MaRDI QIDQ3819835

W. J. Padgett, Yuhlong Lio

Publication date: 1988

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314638

zbMATH Keywords

consistencyasymptotic normalityrandom censoringalmost sure convergencecentral limit theoremsright-censored datalifetime distributionconvergence in probabilityWeibull distributionsasymptotic confidence bandsdegree of smoothingproduct-limit quantile functionmodification of the kernel quantile estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Reliability and life testing (62N05)

Cites Work

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• Strong approximations of the quantile process of the product-limit estimator
• On the asymptotic properties of a kernel type quantile estimator from censored samples
• Some convergence results for kernel-type quantile estimators under censoring
• Nonparametric Estimation from Incomplete Observations
• A Smooth Nonparametric Estimator of a Quantile Function
• A Kernel-Type Estimator of a Quantile Function From Right-Censored Data
• Smooth nonparametric quantile estimation under censoring: simulations and bootstrap methods
• On the mean squared error of nonparametric quantile estimators under random right-censorship
• A LIL type result for the product limit estimator
• The rate of strong uniform consistency for the product-limit estimator
• Nonparametric estimates of probability densities

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