IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v17y1993i2p139-148.html
   My bibliography  Save this article

Weak and strong quantile representations for randomly truncated data with applications

Author

Listed:
  • Gürler, Ülkü
  • Stute, Winfried
  • Wang, Jane-Ling

Abstract

Suppose that we observe bivariate data (Xi, Yi) only when Yi [less-than-or-equals, slant] Xi (left truncation). Denote with F the marginal d.f. of the X's. In this paper we derive a Bahadur-type representation for the quantile function of the pertaining product-limit estimator of F. As an application we obtain confidence intervals and bands for quantiles of F.

Suggested Citation

  • Gürler, Ülkü & Stute, Winfried & Wang, Jane-Ling, 1993. "Weak and strong quantile representations for randomly truncated data with applications," Statistics & Probability Letters, Elsevier, vol. 17(2), pages 139-148, May.
    • Handle: RePEc:eee:stapro:v:17:y:1993:i:2:p:139-148
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(93)90008-7
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shi, Jianhua & Ma, Huijuan & Zhou, Yong, 2018. "The nonparametric quantile estimation for length-biased and right-censored data," Statistics & Probability Letters, Elsevier, vol. 134(C), pages 150-158.
    2. Iglesias-Pérez, M. C., 2003. "Strong representation of a conditional quantile function estimator with truncated and censored data," Statistics & Probability Letters, Elsevier, vol. 65(2), pages 79-91, November.
    3. Szeman Tse, 2005. "Quantile process for left truncated and right censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(1), pages 61-69, March.
    4. Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas, 2009. "Asymptotic properties of a conditional quantile estimator with randomly truncated data," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 546-559, March.
    5. Ghalibaf, M. Bolbolian & Fakoor, V. & Azarnoosh, H.A., 2010. "Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 581-586, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:17:y:1993:i:2:p:139-148. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.