English

Strong Gaussian approximations of product-limit and Quantile Processes for Strong mixing and censored data

Statistics Theory 2008-12-17 v1 Statistics Theory

Abstract

In this paper, 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((logn)λ)O((\log n)^{-\lambda}) for some λ>0,\lambda>0,. The strong Gaussian approximation of the product-limit process is then applied to derive the laws of the iterated logarithm for product-limit process.

Keywords

Cite

@article{arxiv.0812.3038,
  title  = {Strong Gaussian approximations of product-limit and Quantile Processes for Strong mixing and censored data},
  author = {V. Fakoor and N. Nakhaee Rad},
  journal= {arXiv preprint arXiv:0812.3038},
  year   = {2008}
}

Comments

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)