Bahadur representation of the kernel quantile estimator under random censorship
type: Item
instance of: scholarly article
title: Bahadur representation of the kernel quantile estimator under random censorship
zbMATH Open document ID: 0898.62059
author: Xiaojing Xiang
published in: Journal of Multivariate Analysis
publication date: 1995-09-17T00:00:00Z
review text: A representation due to \textit{P. Major} and \textit{L. Rejtö} [Ann. Stat. 16, No. 3, 1113-1132 (1988; Zbl 0667.62024)] for the Kaplan-Meier estimator is applied to establish a Bahadur representation for the kernel quantile estimator under random censorship. Comparing it with the product-limit quantile estimator, the convergence rate of the remainder term is substantially improved when \(F(x)\) is sufficiently smooth near the true quantile \(\xi_p\). As a consequence, a law of the iterated logarithm is also obtained.
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 797149
zbMATH Keywords: Kaplan-Meier estimator
zbMATH Keywords: Bahadur representation
zbMATH Keywords: kernel quantile estimator
zbMATH Keywords: random censorship
zbMATH Keywords: law of the iterated logarithm
MaRDI profile type: Publication
full work available at URL: jmva.1995.1052
OpenAlex ID: W2078760954
DOI: 10.1006/JMVA.1995.1052
description: scientific article; zbMATH DE number 797149