A Kernel-Type Estimator of a Quantile Function from Right-Censored Data
右删失数据分位数函数的核型估计量
Based on right-censored data from a lifetime distribution F 0, a kernel-type estimator of the quantile function Qo (p) = inf{t: F 0(t) ≧ p}, 0 ≦ p ≦ 1, is proposed. The estimator is defined by , which is smoother than the usual product-limit quantile function , where denotes the product-limit estimator of F 0 from the censored sample. Under the random censorship model and general conditions on hn, K, and F 0, it is shown that Qn (p) is strongly consistent. In addition, an…