A strong uniform convergence rate of kernel conditional quantile estimator under random censorship

Ould-SaI¨d, Elias

Statistics & Probability Letters, 2006, vol. 76, issue 6, 579-586

Abstract: In this paper, we study the kernel conditional quantile estimation for censored data and a uniform strong convergence rate of the resulting estimator is established. The rate obtained here is the same as that for uncensored case.

Keywords: Censored; data; Conditional; distribution; function; Conditional; quantile; Convergence; rate; Kernel; estimator (search for similar items in EconPapers)
Date: 2006
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