STRONG REPRESENTATION OF THE QUANTILE FUNCTION FOR LEFT TRUNCATED AND DEPENDENT DATA - Archive ouverte HAL
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.
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Dates et versions

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

Identifiants

  • HAL Id : hal-02089850 , version 1

Citer

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