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Kernel type smoothed quantile estimation under long memory

✍ Scribed by Lihong Wang


Book ID
106045293
Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
170 KB
Volume
51
Category
Article
ISSN
0932-5026

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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