Empirical quantile process under type-II progressive censoring

Sergio Alvarez-Andrade and Laurent Bordes

Statistics & Probability Letters, 2004, vol. 68, issue 1, 111-123

Abstract: This work deals with asymptotic properties of the [[alpha]m]th-order statistic of a type-II progressively censored sample of size m. Such an order statistic, indexed by [alpha][set membership, variant][0,1], is called the quantile process. Our main results concern the normalized version of the quantile process for which a weak convergence result is obtained. This result is applied in order to construct non-parametric estimators of quantiles. Monte-Carlo simulations illustrate the behavior of the estimators for limited sample size.

Keywords: Weak; convergence; Martingales; Monte-Carlo; study; Progressive; censoring; Quantile; process; Reliability; Variance; estimators (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (5)

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