A Smooth Nonparametric Quantile Estimator from Right-Censored Data.
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 x sub n (p) to F sub n (p)) = O, where F sub n is the distribution function corresponding to a kernel estimator of the lifetime density. The strong consistency and asymptotic normality of x sub n (p) are shown. Some simulation results comparing this estimator with the product of the bandwidth required for computing F sub n is investigated using bootstrap methods. Illustrative examples are given. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1987
- Accession Number
- ADA186180
Entities
People
- L. A. Thombs
- William J. Padgett
Organizations
- University of South Carolina