Weak and strong quantile representations for randomly truncated data with applications
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.
Year of publication: |
1993
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Authors: | Gürler, Ülkü ; Stute, Winfried ; Wang, Jane-Ling |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 17.1993, 2, p. 139-148
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Publisher: |
Elsevier |
Keywords: | Truncated data Bahadur representation confidence interval product-limit estimator survival function |
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