WEAK AND STRONG QUANTILE REPRESENTATIONS FOR RANDOMLY TRUNCATED DATA WITH APPLICATIONS

被引：16

作者：

GURLER, U

STUTE, W

WANG, JL

机构：

[1] BILKENT UNIV,FAC ENGN & SCI,ANKARA,TURKEY

[2] UNIV GIESSEN,INST MATH,W-6300 GIESSEN,GERMANY

[3] UNIV CALIF DAVIS,DIV STAT,DAVIS,CA 95616

来源：

STATISTICS & PROBABILITY LETTERS | 1993年 / 17卷 / 02期

关键词：

TRUNCATED DATA; BAHADUR REPRESENTATION; CONFIDENCE INTERVAL; PRODUCT-LIMIT ESTIMATOR; SURVIVAL FUNCTION;

D O I：

10.1016/0167-7152(93)90008-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Suppose that we observe bivariate data (X(i), Y(i)) only when Y(i) less-than-or-equal-to X(i) (left truncation). Denote with F the marginal d.f. of the X's. In this paper we derive a Bahadur-type representation for the quantile function of the pertaining product-limit estimator of F. As an application we obtain confidence intervals and bands for quantiles of F.

引用

页码：139 / 148

页数：10

共 21 条

[1] STRONG APPROXIMATIONS OF THE QUANTILE PROCESS OF THE PRODUCT-LIMIT ESTIMATOR [J].