Estimating a distribution function with truncated and censored data (Q1175413)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating a distribution function with truncated and censored data |
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Estimating a distribution function with truncated and censored data (English)
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25 June 1992
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Let \(X_ 1,X_ 2,\dots\) be i.i.d. random variables with a common distribution function \(F\). The problem of estimating \(F\) when \(X_ 1,X_ 2,\dots\) are subject to either trunction or censoring, or both, is considered. A modification of the Lynden-Bell-product-limit estimator is discussed and its asymptotic properties are established.
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martingale integral representations
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empirical process
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uniform strong consistency
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weak convergence results
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nonidentically distributed random variables
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stochastic integral
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truncation
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censoring
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Lynden-Bell product-limit estimator
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