The progressively truncated estimating functions and estimators (Q582755)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The progressively truncated estimating functions and estimators |
scientific article; zbMATH DE number 4131448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The progressively truncated estimating functions and estimators |
scientific article; zbMATH DE number 4131448 |
Statements
The progressively truncated estimating functions and estimators (English)
0 references
1988
0 references
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.
0 references
progressively truncated estimating functions
0 references
progressively truncated likelihood estimating functions
0 references
maximum likelihood estimators
0 references
survival analysis
0 references
survivor function
0 references
progressive censoring
0 references
progressive truncation
0 references
martingale inequality
0 references
Gaussian process
0 references
uniform consistency
0 references
weak convergence
0 references
0 references
0 references
0.87691367
0 references
0.87691367
0 references
0.8726179
0 references
0.8694616
0 references
