Some properties of the Lynden-Bell estimator with truncated data
Strong consistency of the Lynden-Bell estimator is obtained, and by making use of martingale integral representation, weak convergence results are proved and bootstrapping of the estimator is studied.
Year of publication: |
1996
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Authors: | Yuan, Ao |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 27.1996, 4, p. 375-384
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Publisher: |
Elsevier |
Keywords: | Bootstrap Brownian bridge Censored observation Gaussian process Martingale Product-limit estimator Strong consistency Truncated observation Weak consistency |
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