Accession Number : ADA188280
Title : A Generalized Quantile Estimator under Censoring.
Descriptive Note : Technical rept.,
Corporate Author : SOUTH CAROLINA UNIV COLUMBIA DEPT OF STATISTICS
Personal Author(s) : Lio, Y L ; Padgett, W J
PDF Url : ADA188280
Report Date : Feb 1987
Pagination or Media Count : 26
Abstract : Based on right-censored data from a lifetime distribution F sub 0, a smooth alternative to the product-limit estimator as a nonparametric quantile estimator of a population quantile is proposed. The estimator is a generalized product-limit quantile obtained by averaging appropriate subsample product-limit quantiles over all subsamples of a fixed size. Under the random censorship model and some conditions of F sub 0, it is shown that the estimator is consistent and has the same asymptotic normal distribution as the product-limit quantile estimator performs better than the product-limit quantile estimator in the sense of estimated mean squared errors.
Descriptors : *ESTIMATES, *NONPARAMETRIC STATISTICS, ASYMPTOTIC SERIES, CENSORSHIP, MATHEMATICAL MODELS, NORMAL DISTRIBUTION, RANDOM VARIABLES, SIZES(DIMENSIONS), MONTE CARLO METHOD
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE