A strong representation of the product-limit estimator for left truncated and right censored data | |
Zhou, Y; Yip, PSF | |
刊名 | JOURNAL OF MULTIVARIATE ANALYSIS |
1999-05-01 | |
卷号 | 69期号:2页码:261-280 |
关键词 | truncated data censored data product-limit estimator almost sure representation |
ISSN号 | 0047-259X |
英文摘要 | In this paper we consider the TJW product-limit estimator (F) over cap(n)(x) of an unknown distribution function F when the data are subject to random left truncation and right censorship. An almost sure representation of PL-estimator (F) over cap(n)(x) is derived with an improved error bound under some weaker assumptions. We obtain the strong approximation of (F) over cap(n)(x) - F(x) by Gaussian processes and the functional law of the iterated logarithm is proved for maximal derivation of the product-limit estimator to F. A sharp rate of convergence theorem concerning the smoothed TJW product-limit estimator is obtained. Asymptotic properties of kernel estimators of density function based on TJW product-limit estimator is given. (C) 1999 Academic Press. AMS 1991 subject classifications: 62G05, 60F17, 62E20, 62G20. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | ACADEMIC PRESS INC |
WOS记录号 | WOS:000080242200007 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14852] |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Zhou, Y |
作者单位 | 1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong |
推荐引用方式 GB/T 7714 | Zhou, Y,Yip, PSF. A strong representation of the product-limit estimator for left truncated and right censored data[J]. JOURNAL OF MULTIVARIATE ANALYSIS,1999,69(2):261-280. |
APA | Zhou, Y,&Yip, PSF.(1999).A strong representation of the product-limit estimator for left truncated and right censored data.JOURNAL OF MULTIVARIATE ANALYSIS,69(2),261-280. |
MLA | Zhou, Y,et al."A strong representation of the product-limit estimator for left truncated and right censored data".JOURNAL OF MULTIVARIATE ANALYSIS 69.2(1999):261-280. |
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