Left truncation;
right censorship;
product-limit;
quantile process;
Gaussian approximations;
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摘要:
In this paper, we consider the product-limit quantile estimator of an unknown quantile function when the data are subject to random left truncation and right censorship. 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 rate\documentclass[12pt]{minimal}
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$$O(\frac{{(\log n)^{3/2} }}{{n^{1/8} }})$$
\end{document}. A functional law of the iterated logarithm for the maximal deviation of the estimator from the estimand is derived from the construction.
机构:
Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan, Peoples R ChinaShandong Univ, Zhongtai Secur Inst Financial Studies, Jinan, Peoples R China
Kong, Cui-Juan
Liang, Han-Ying
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机构:
Tongji Univ, Sch Math Sci, Shanghai, Peoples R China
Tongji Univ, Sch Math Sci, Shanghai 200092, Peoples R ChinaShandong Univ, Zhongtai Secur Inst Financial Studies, Jinan, Peoples R China
Liang, Han-Ying
Fan, Guo-Liang
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机构:
Shanghai Maritime Univ, Sch Econ & Management, Shanghai, Peoples R ChinaShandong Univ, Zhongtai Secur Inst Financial Studies, Jinan, Peoples R China
机构:
Genentech Inc, Prod Dev, San Francisco, CA 94080 USAGenentech Inc, Prod Dev, San Francisco, CA 94080 USA
McGough, Sarah F.
Incerti, Devin
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机构:
Genentech Inc, Prod Dev, San Francisco, CA 94080 USAGenentech Inc, Prod Dev, San Francisco, CA 94080 USA
Incerti, Devin
Lyalina, Svetlana
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机构:
Genentech Inc, Prod Dev, San Francisco, CA 94080 USAGenentech Inc, Prod Dev, San Francisco, CA 94080 USA
Lyalina, Svetlana
Copping, Ryan
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机构:
Genentech Inc, Prod Dev, San Francisco, CA 94080 USAGenentech Inc, Prod Dev, San Francisco, CA 94080 USA
Copping, Ryan
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机构:
Narasimhan, Balasubramanian
Tibshirani, Robert
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机构:
Stanford Univ, Dept Stat, Stanford, CA 94305 USA
Stanford Univ, Dept Biomed Data Sci, Stanford, CA 94305 USAGenentech Inc, Prod Dev, San Francisco, CA 94080 USA