Article Dans Une Revue Mathematical Methods of Statistics Année : 2005

STRONG REPRESENTATION OF THE QUANTILE FUNCTION FOR LEFT TRUNCATED AND DEPENDENT DATA

Résumé

Let (X i) i≥1 be a sequence of strong-mixing random variables with common unknown absolutely continuous distribution function F subject to random left truncation. Let F −1 (p) denote the pth (p ∈]0, 1[) quantile function of the marginal distribution function of the X i 's which is estimated by the sample quantile F −1 n (p). In this paper, we derive the strong consistency and a strong representation for F −1 n (p), the quantile function of the Lynden-Bell estimator of F for strong-mixing processes.

Fichier principal
Vignette du fichier
lem_oul.pdf (231.05 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Licence
Loading...

Dates et versions

hal-02089850 , version 1 (04-04-2019)

Licence

Identifiants

  • HAL Id : hal-02089850 , version 1

Citer

M Lemdani, Ould-Saïd Elias, Nicolas Poulin. STRONG REPRESENTATION OF THE QUANTILE FUNCTION FOR LEFT TRUNCATED AND DEPENDENT DATA. Mathematical Methods of Statistics, 2005. ⟨hal-02089850⟩
136 Consultations
120 Téléchargements

Partager

  • More