ALMOST SURE REPRESENTATIONS OF THE PRODUCT-LIMIT ESTIMATOR FOR TRUNCATED DATA
成果类型:
Article
署名作者:
STUTE, W
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1176349019
发表日期:
1993
页码:
146-156
关键词:
摘要:
In the left-truncation model, one observes data (X(i), Y(i)) only when Y(i) less-than-or-equal-to X(i). Let F denote the marginal d.f. of X(i), the variable of interest. The nonparametric MLE F(n) of F aims at reconstructing F from truncated data. In this paper an almost sure representation of F(n). is derived with improved error bounds on the one hand and under weaker distributional assumptions on the other hand.