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A strong uniform convergence rate of kernel conditional quantile estimator under random censorship

Article ID Journal Published Year Pages File Type
1155319 Statistics & Probability Letters 2006 8 Pages PDF
Abstract

In this paper, we study the kernel conditional quantile estimation for censored data and a uniform strong convergence rate of the resulting estimator is established. The rate obtained here is the same as that for uncensored case.

Keywords
Conditional distribution functionConditional quantileKernel estimatorConvergence rate
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
Authors
Elias Ould-Saı¨d,
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Journal
Statistics & Probability Letters
Journal: Statistics & Probability Letters
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