Bahadur-Kiefer theorems for the product-limit process
Jan Beirlant and
John Einmahl
Journal of Multivariate Analysis, 1990, vol. 35, issue 2, 276-294
Abstract:
In the random censorship from the right model, strong and weak limit theorems for Bahadur-Kiefer type processes based on the product-limit estimator are established. The main theorm is sharp and may be considered as a final result as far as this type of research is concerned. As a consequence of this theorem a sharp uniform Bahadur representation for product-limit quantiles is obtained.
Keywords: Bahadur; representation; empirical; and; quantile; processes; limit; theorems; product-limit; random; censorship (search for similar items in EconPapers)
Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:35:y:1990:i:2:p:276-294
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