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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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