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Efficiency of estimators for quantile differences with left truncated and right censored data

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  • Xun, Li
  • Shao, Li
  • Zhou, Yong

Abstract

We study the efficiency of two estimators of quantile difference with left truncated and right censored data. Based on deficiency, the performances of the estimators are compared. The theoretical results and numerical studies show that the smoothed estimator is more efficient.

Suggested Citation

  • Xun, Li & Shao, Li & Zhou, Yong, 2017. "Efficiency of estimators for quantile differences with left truncated and right censored data," Statistics & Probability Letters, Elsevier, vol. 121(C), pages 29-36.
    • Handle: RePEc:eee:stapro:v:121:y:2017:i:c:p:29-36
    DOI: 10.1016/j.spl.2016.10.001
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    References listed on IDEAS

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    1. Peng Liu & Yixin Wang & Yong Zhou, 2015. "Quantile residual lifetime with right-censored and length-biased data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(5), pages 999-1028, October.
    2. Gijbels, I. & Wang, J. L., 1993. "Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications," Journal of Multivariate Analysis, Elsevier, vol. 47(2), pages 210-229, November.
    3. Zhao, Mu & Bai, Fangfang & Zhou, Yong, 2011. "Relative deficiency of quantile estimators for left truncated and right censored data," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1725-1732, November.
    4. Junshan Shen & Shuyuan He, 2007. "Empirical likelihood for the difference of quantiles under censorship," Statistical Papers, Springer, vol. 48(3), pages 437-457, September.
    5. Zhou, Yong & Yip, Paul S. F., 1999. "A Strong Representation of the Product-Limit Estimator for Left Truncated and Right Censored Data," Journal of Multivariate Analysis, Elsevier, vol. 69(2), pages 261-280, May.
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