Confidence bands for quantile function under random censorship

作者: Chang-Jo F. Chung , Miklós Csörgő , Lajos Horváth

DOI: 10.1007/BF00050776

关键词: Probability density functionWiener processQuantileEconometricsConfidence intervalStatisticsMathematicsQuantile functionConfidence and prediction bands

摘要: Some new confidence bands are established for the quantile function from randomly censored data. The method does not require estimation of density function. As an application, we construct length fractures in granitic plutons near Lac du Bonnet, Manitoba, where Underground Research Laboratory is being built nuclear waste disposal program Canada.

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