左截断右删失数据下分位数差的估计

Abstract

Abstract: Firstly, by using the kernel smooth method, we studied the estimation of the total quantile difference with lefttruncated and rightcensored (LTRC) data, and obtained the large sample properties of the smoothed estimators of quantile difference with LTRC data. Secondly, in the sense of mean square error, we proved the estimation efficiency of the smooth quantile difference was higher than that of the product limit quantile difference with LTRC data. Finally, we analyzed the effect of various bandwidths with Gaussian kernel function on the improved estimation efficiency of product limit quantile difference through numerical simulations.

Key words: lefttruncated and rightcensored (LTRC) data, smooth quantile function, product limit quantile function, quantile difference

CLC Number:

O212.7

XUN Li, CUI Shichong, DUO Lan. Estimator of Quantile Difference with LeftTruncated and RightCensored Data#br#[J].Journal of Jilin University Science Edition, 2018, 56(5): 1105-1112.

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Estimator of Quantile Difference with LeftTruncated and RightCensored Data#br#

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