The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data

M. Ajami, V. Fakoor and S. Jomhoori

Statistics & Probability Letters, 2011, vol. 81, issue 8, 1306-1310

Abstract: In this paper, we consider the kernel-type estimator of the quantile function based on the kernel smoother under a censored dependent model. The Bahadur-type representation of the kernel smooth estimator is established, and from the Bahadur representation we can show that this estimator is strongly consistent.

Keywords: Censored; dependent; data; Kaplan-Meier; estimator; Kiefer; process; Law; of; the; iterated; logarithm; Strong; Gaussian; approximation (search for similar items in EconPapers)
Date: 2011
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