Empirical quantile process under type-II progressive censoring

This work deals with asymptotic properties of the [[alpha]m]th-order statistic of a type-II progressively censored sample of size m. Such an order statistic, indexed by [alpha][set membership, variant][0,1], is called the quantile process. Our main results concern the normalized version of the quantile process for which a weak convergence result is obtained. This result is applied in order to construct non-parametric estimators of quantiles. Monte-Carlo simulations illustrate the behavior of the estimators for limited sample size.