Relative deficiency of quantile estimators for left truncated and right censored data
文献类型：期刊论文
| 作者 | Zhao, Mu3; Bai, Fangfang1; Zhou, Yong2
|
| 刊名 | STATISTICS & PROBABILITY LETTERS
 |
| 出版日期 | 2011-11-01 |
| 卷号 | 81期号:11页码:1725-1732 |
| 关键词 | Truncated and censored data Quantile estimator Smoothed quantile estimator Deficiency |
| ISSN号 | 0167-7152 |
| DOI | 10.1016/j.spl.2011.06.016 |
| 英文摘要 | 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. |
| 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 |
| 语种 | 英语 |
| WOS记录号 | WOS:000295298400023 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12367]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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