Acta mathematica scientia,Series A ›› 1998, Vol. 18 ›› Issue (1): 97-108.

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The Asymptotics of Smoothed Bahadur-Kiefer Process under Random Right Censorship

Sun Liuquan1, Liu Huanbin2   

  1. 1. Department of Probability and Statistics, Peking Universtiy, Beijing 100871;
    2. Deparment of Mathematics, Huanggang Teachers'college, Huanggang 436100
  • Received:1996-08-22 Revised:1996-11-25 Online:1998-03-26 Published:1998-03-26

Abstract: In the random censorship from the right model,we consider the asymptotics of Bahadur-Kiefer process based on smoothed PL and its quantile processes. We prove that with the different choice of smoothing parameter the asymptotic distribution on smoothed Bahadur-Kiefer process can be completely different. We obtain a complete characterization of the possible limits.

Key words: Random censorship, Kernel-smoothing, Bahadur-Kiefer process, Asymptotic distribution

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