
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 rightcensored data from a lifetime distribution F sub 0, a smooth alternative to the productlimit estimator as a nonparametric quantile estimator of a population quantile is proposed. The estimator is a generalized productlimit quantile obtained by averaging appropriate subsample productlimit 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 productlimit quantile estimator performs better than the productlimit 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