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Kernel estimation of quantile sensitivities

✍ Scribed by Guangwu Liu; Liu Jeff Hong

Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
251 KB
Volume
56
Category
Article
ISSN
0894-069X

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πŸ“œ SIMILAR VOLUMES

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Let (X 1 , Y 1 ), (X 2 , Y 2 ), ..., be two-dimensional random vectors which are independent and distributed as (X, Y). The asymptotic normality and a law of the iterated logarithm are obtained.

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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