A smooth nonparametric quantile estimator from right-censored data

W. J. Padget and L. A. Thombs

Statistics & Probability Letters, 1988, vol. 7, issue 2, 113-121

Abstract: Based on randomly right-censored data, a smooth nonparametric estimator of the quantile function of the lifetime distribution is studied. The estimator is defined to be the solution xn(p) of Fn(xn(p)) = p, where Fn is the distribution function corresponding to a kernel estimator of the lifetime density. The strong consistency and asymptotic normality of xn(p) are shown. Data-based selection of the bandwidth required for computing Fn is investigated using bootstrap methods. Illustrative examples are given.

Keywords: right-censoring; percentiles; asymptotic; normality; bootstrap; method (search for similar items in EconPapers)
Date: 1988
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