A Generalized Quantile Estimator under Censoring.
Abstract
Based on right-censored data from a lifetime distribution F sub 0, a smooth alternative to the product-limit estimator as a nonparametric quantile estimator of a population quantile is proposed. The estimator is a generalized product-limit quantile obtained by averaging appropriate subsample product-limit quantiles over all subsamples of a fixed size. Under the random censorship model and some conditions of F sub 0, it is shown that the estimator is consistent and has the same asymptotic normal distribution as the product-limit quantile estimator performs better than the product-limit quantile estimator in the sense of estimated mean squared errors.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1987
- Accession Number
- ADA188280
Entities
People
- William J. Padgett
- Y. L. Lio
Organizations
- University of South Carolina