On strong uniform consistency of the Lynden-Bell estimator for truncated data

DOI10.1214/AOS/1176324529MaRDI QIDQ1896263zbMATH OpenOpenAlexFDO

Authors Kani Chen, Min-Te Chao, S. H. Lo

Publication date 9 January 1996

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176324529

zbMATH Keywords

\(n\)-symmetricLynden-Bell estimatorrandom truncation modelreverse submartingalestopping timestrong uniform consistency

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Some properties of the Lynden-Bell estimator with truncated data
• The strong law for the \(P-L\) estimate in the left truncated and right censored model. I
• Estimating a distribution function with truncated data
• Estimating a distribution function with truncated and censored data
• A note on the Lynden-Bell estimator under association

Cited in

(16)

• On the strong convergence of the product-limit estimator and its integrals under censoring and random truncation
• Estimation of the truncation probability in the random truncation model
• The strong law under random truncation
• Some properties of the Lynden-Bell estimator with truncated data
• A note on uniform consistency of the product-limit estimator with staggered entry
• On the probability of holes in truncated samples
• On testing independence with right truncated data
• Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile
• Convergence rate of the kernel regression estimator for associated and truncated data
• Edgeworth Expansion and Bootstrap Approximation for Studentized Product-Limit Estimator with Truncated and Censored Data
• Estimating a distribution function with truncated data
• Flexible modeling of left-truncated and interval-censored competing risks data with missing event types
• Simulating the behavior of a kernel M-estimator for left-truncated and associated model
• On the behavior of the Lynden-Bell estimator in widely orthant-dependent model
• A note on the Lynden-Bell estimator under association
• Nonparametric estimation for censored lifetimes suffering from unknown selection bias

This page was built for publication: On strong uniform consistency of the Lynden-Bell estimator for truncated data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1896263)