Quantile process for left truncated and right censored data

被引:0
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作者
Szeman Tse
机构
[1] National Donghua University,Department of Applied Mathematics
关键词
Left truncation; right censorship; product-limit; quantile process; Gaussian approximations;
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学科分类号
摘要
In this paper, we consider the product-limit quantile estimator of an unknown quantile function when the data are subject to random left truncation and right censorship. This is a parallel problem to the estimation of the unknown distribution function by the product-limit estimator under the same model. Simultaneous strong Gaussian approximations of the product-limit process and product-limit quantile process are constructed with rate\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$O(\frac{{(\log n)^{3/2} }}{{n^{1/8} }})$$ \end{document}. A functional law of the iterated logarithm for the maximal deviation of the estimator from the estimand is derived from the construction.
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页码:61 / 69
页数:8
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