Statistics and Probability Letters, ( ISI ), Volume (80), No (1), Year (2010-4) , Pages (581-586)

Title : ( Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing )

Authors: Mohammad Bolbolian Ghalibaf , Vahid Fakoor , Hassan Ali Azarnoosh ,
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Abstract

In this paper, we consider the product-limit quantile estimator of an unknown quantile function under a truncated dependent model. This is a parallel problem to the estimation of the unknown distribution function by the product-limit estimator under the same model. Simultaneous strong Gaussian approximations of the product-limit process and normed product-limit quantile process are constructed with rate O..log n/

Keywords

Strong Gaussian approximation; strong mixing; truncated data