Abstract: In this paper we study the estimation of a quantile function based on left truncated and right censored data by the kernel smoothing method. Asymptotic normality and a Berry-Esseen type bound for the kernel quantile estimator are derived. Monte Carlo studies are conducted to compare the proposed estimator with the PL-quantile estimator.
Key words and phrases: Asymptotic normality, Berry-Esseen type bound, quantile function, kernel estimation, truncated and censored data.