The progressively truncated estimating functions and estimators (Q582755)

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scientific article; zbMATH DE number 4131448
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    The progressively truncated estimating functions and estimators
    scientific article; zbMATH DE number 4131448

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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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