Title : ( Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data )
Authors: Vahid Fakoor , N. Nakhaei Rad ,
Full TextAbstract
In this article, we consider the product-limit quantile estimator of an unknown quantile function under a censored 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 product-limit quantile process are constructed with rate O log n − for some > 0. The strong Gaussian approximation of the productlimit process is then applied to derive the laws of the iterated logarithm for productlimit process
Keywords
, Censored dependent data; Kaplan–Meier estimator; Kiefer process; Law of the iterated logarithm; , Mixing; Strong Gaussian approximation.
@article{paperid:1016319,
author = {Fakoor, Vahid and N. Nakhaei Rad},
title = {Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data},
journal = {Communications in Statistics - Theory and Methods},
year = {2010},
volume = {39},
number = {12},
month = {June},
issn = {0361-0926},
pages = {2271--2279},
numpages = {8},
keywords = {Censored dependent data; Kaplan–Meier estimator; Kiefer process;
Law of the iterated logarithm; -Mixing; Strong Gaussian approximation.},
}
%0 Journal Article
%T Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data
%A Fakoor, Vahid
%A N. Nakhaei Rad
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2010
