The progressively truncated estimating functions and estimators (Q582755): Difference between revisions
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Revision as of 01:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The progressively truncated estimating functions and estimators |
scientific article |
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The progressively truncated estimating functions and estimators (English)
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1988
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The PT (progressively truncated) estimators of an unknown parameter \(\theta \in R^ 1\) which are defined as estimators based on the PT estimating functions are considered as a generalization of the PT maximum likelihood estimators. It is verified that PT estimating functions converge to a Gaussian process under the true parameter \(\theta_ 0\). The uniform consistency of PT estimators and their weak convergence to a Gaussian process are proved.
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progressively truncated estimating functions
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progressively truncated likelihood estimating functions
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maximum likelihood estimators
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survival analysis
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survivor function
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progressive censoring
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progressive truncation
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martingale inequality
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Gaussian process
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uniform consistency
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weak convergence
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