The Asymptotics of Smoothed Bahadur-Kiefer Process under Random Right Censorship
Sun Liuquan(Department of Probability and Statistics, Peking Universtiy ,Beijing 100871)Liu Huanbin(Deparment of Mathematics, Huanggang Teachers' college, Huanggang 436100)
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 thedifferent choice of smoothing parameter the asymptotic distribution on smoothed BahadurKiefer process can be completely different. We obtain a complete characterization of the possiblelimits.