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Padgett, W. J.; Thombs, L. A.

A smooth nonparametric quantile estimator from right-censored data. (English) Zbl 0654.62036

Stat. Probab. Lett. 7, No. 2, 113-121 (1988).
Summary: Based on randomly right-censored data, a smooth nonparametric estimator of the quantile function of the lifetime distribution is studied. The estimator is defined to be the solution \(x_ n(p)\) of \(F_ n(x_ n(p))=p\), where \(F_ n\) is the distribution function corresponding to a kernel estimator of the lifetime density. The strong consistency and asymptotic normality of \(x_ n(p)\) are shown. Data-based selection of the bandwidth required for computing \(F_ n\) is investigated using bootstrap methods. Illustrative examples are given.

Cited in 10 Documents

MSC:

62G05 Nonparametric estimation
62E20 Asymptotic distribution theory in statistics
62N05 Reliability and life testing

Keywords:

percentiles; randomly right-censored data; smooth nonparametric estimator; quantile function of the lifetime distribution; kernel estimator of the lifetime density; strong consistency; asymptotic normality; Data-based selection of the bandwidth; bootstrap methods

Software:

IMSL Numerical Libraries
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Full Text: DOI

References:

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