Weak and strong quantile representations for randomly truncated data with applications

Ülkü Gürler, Winfried Stute and Jane-Ling Wang

Statistics & Probability Letters, 1993, vol. 17, issue 2, 139-148

Abstract: Suppose that we observe bivariate data (Xi, Yi) only when Yi [less-than-or-equals, slant] Xi (left truncation). Denote with F the marginal d.f. of the X's. In this paper we derive a Bahadur-type representation for the quantile function of the pertaining product-limit estimator of F. As an application we obtain confidence intervals and bands for quantiles of F.

Keywords: Truncated; data; Bahadur; representation; confidence; interval; product-limit; estimator; survival; function (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (5)

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