On the mean squared error of nonparametric quantile estimators under random right-censorship

Abstract

For randomly right-censored data, new asymptotic expressions for the mean squared errors of the product-limit quantile estimator and a kernel-type quantile estimator are presented in this paper. From these results a comparison of the two quantile estimators with respect to their mean squared errors is given.

Keywords:

• product-limit quantile estimator
• survival times
• Kaplan-Meir estimator