Efficiency of estimators for quantile differences with left truncated and right censored data

Li Xun, Li Shao and Yong Zhou

Statistics & Probability Letters, 2017, vol. 121, issue C, 29-36

Abstract: We study the efficiency of two estimators of quantile difference with left truncated and right censored data. Based on deficiency, the performances of the estimators are compared. The theoretical results and numerical studies show that the smoothed estimator is more efficient.

Keywords: Left truncated and right censored data; Quantile difference; Mean squared error; Deficiency (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2016.10.001

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