Relative deficiency of quantile estimators for left truncated and right censored data

doi:10.1016/j.spl.2011.06.016

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	Relative deficiency of quantile estimators for left truncated and right censored data
	Zhao, Mu 3; Bai, Fangfang 1; Zhou, Yong2
	2011-11-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	81 期号:11 页码:1725-1732
摘要	The quantity deficiency which was proposed by Hodges and Lehmann (1970) is used to compare different statistical procedures. In this article, the deficiency of the sample quantile estimator with respect to the kernel quantile estimator for left truncated and right censored (LTRC) data in the sense of Hodges and Lehmann is considered. We also give the optimal bandwidth for the kernel quantile estimator. Monte Carlo studies are conducted to illustrate our results. (C) 2011 Elsevier B.V. All rights reserved.
关键词	Truncated and censored data Quantile estimator Smoothed quantile estimator Deficiency
DOI	10.1016/j.spl.2011.06.016
语种	英语
资助项目	National Natural Science Funds for Distinguished Young Scholar[70825004] ; National Natural Science Foundation of China (NSFC)[10628104] ; National Natural Science Foundation of China (NSFC)[10731010] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; Shanghai University of Finance ; Economics Project 211 Phase III and Shanghai Leading Academic Discipline Project[B803]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000295298400023
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12368
专题	应用数学研究所
通讯作者	Bai, Fangfang
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China 2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China 3.Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China
推荐引用方式 GB/T 7714	Zhao, Mu,Bai, Fangfang,Zhou, Yong. Relative deficiency of quantile estimators for left truncated and right censored data[J]. STATISTICS & PROBABILITY LETTERS,2011,81(11):1725-1732.
APA	Zhao, Mu,Bai, Fangfang,&Zhou, Yong.(2011).Relative deficiency of quantile estimators for left truncated and right censored data.STATISTICS & PROBABILITY LETTERS,81(11),1725-1732.
MLA	Zhao, Mu,et al."Relative deficiency of quantile estimators for left truncated and right censored data".STATISTICS & PROBABILITY LETTERS 81.11(2011):1725-1732.