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Weak convergence of the remainder term in the Bahadur representation of extreme quantiles

✍ Scribed by Michael Falk


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
275 KB
Volume
9
Category
Article
ISSN
0167-7152

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Bahadur Representation of the Kernel Qua
✍ X.J. Xiang πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 439 KB

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