Random truncation models and Markov processes (Q2638699)

Given \(n\) independent and identically distributed replications of the conditional distribution, given \(Y<X\), of a pair of independent random variables \(Y\) and \(X\) with distribution functions \(G\) and \(F\), the authors discuss nonparametric estimation of \(G\) and \(F\). They show that the basic statistical model can be embedded in a Markov process model and derive properties of some estimators by using the modern techniques of statistical inference in counting processes [\textit{O. Aalen}, Ann. Stat. 6, 701--726 (1978; Zbl 0389.62025), and \textit{P. K. Andersen} and \textit{O. Borgan}, Scand. J. Stat., Theory Appl. 12, 97--158 (1985; Zbl 0584.62176)]. They further show that the estimators suggested by them can be interpreted as maximum likelihood estimators and derive the asymptotic properties of the estimators following results of \textit{O. Aalen} and \textit{S. Johansen} [ibid. 5, 141--150 (1978; Zbl 0383.62058)].