Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data
نویسندگان
چکیده
منابع مشابه
Strong Gaussian Approximations of Product-limit and Quantile Processes for Strong Mixing and Censored Data
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 rat...
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Given some regularity conditions on the distribution F(.) of a random sample X h ..., Xn emanating from a strictly stationary sequence of random variables satisfying a strong mixing condition, it is shown that the sequence of quantile processes {n1hf(F1(s))(F;1(s)-F1(s)); 0 < s < I} behaves like a sequence of Brownian bridges {BD(s); 0 < s < I}. The latter is then utilized to construct (i) simu...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2010
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610920903020779