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Edgeworth expansion for the kernel quantile estimator

✍ Scribed by Yoshihiko Maesono; Spiridon Penev


Book ID
106340904
Publisher
Springer Japan
Year
2009
Tongue
English
Weight
355 KB
Volume
63
Category
Article
ISSN
0020-3157

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In this paper, a representation due to Major and RejtΓΆ 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 subs