The progressively truncated estimating functions and estimators

DOI10.1007/BF00053063MaRDI QIDQ582755zbMATH OpenFDO

Authors Nobuo Inagaki

Publication date 1988

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00053063

zbMATH Keywords

Gaussian processmartingale inequalitymaximum likelihood estimatorsprogressive censoringprogressive truncationprogressively truncated estimating functionsprogressively truncated likelihood estimating functionssurvival analysissurvivor functionuniform consistencyweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Review text

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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Cites work

• A invariance principle for progressively truncated likelihood ratio statistics
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• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
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• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
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• On progressively truncated maximum likelihood estimators
• Weak convergence of progressively censored likelihood ratio statistics and its role in asymptotic theory of life testing

Cited in

(2)

• On progressively truncated maximum likelihood estimators
• scientific article; zbMATH DE number 7407411 (Why is no real title available?)

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