Acta mathematica scientia, Series B >
A KERNEL-TYPE ESTIMATOR OF A QUANTILE FUNCTION UNDER RANDOMLY#br# TRUNCATED DATA
Received date: 2004-01-10
Revised date: 2004-11-03
Online published: 2006-10-20
A kernel-type estimator of the quantile function Q(p)=inf{t:F(t)≥p}, 0≤p≤1, is proposed based on the kernel smoother when the data are subjected to random truncation. The Bahadur-type representations of the kernel smooth estimator are established, and from Bahadur representations the authors can show that this estimator is strongly consistent, asymptotically normal, and weakly convergent.
Zhou Yong , Wu Guofu , Li Daoji . A KERNEL-TYPE ESTIMATOR OF A QUANTILE FUNCTION UNDER RANDOMLY#br# TRUNCATED DATA[J]. Acta mathematica scientia, Series B, 2006 , 26(4) : 585 -594 . DOI: 10.1016/S0252-9602(06)60084-2
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