The central limit theorem under random truncation

DOI10.3150/07-BEJ116zbMath1157.62017arXiv0810.3985WikidataQ42249548 ScholiaQ42249548MaRDI QIDQ1002542

Winfried Stute, Jane-Ling Wang

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.3985

zbMATH Keywords

central limit theoremtruncated dataLynden-Bell integral

Mathematics Subject Classification ID

Density estimation (62G07) Central limit and other weak theorems (60F05)

Related Items

Tail product-limit process for truncated data with application to extreme value index estimation, Estimating the Mean of Heavy-tailed Distribution under Random Truncation, Conditional Quantile Estimation for Truncated and Associated Data, A Lynden-Bell integral estimator for extremes of randomly truncated data, A weighted estimator of conditional hazard rate with left-truncated and dependent data, An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis, Nonparametric Estimation of an Event-Free Survival Distribution Under Cross-Sectional Sampling, A weighted quantile regression for randomly truncated data, Quantile regression and variable selection for partially linear model with randomly truncated data, The statistical analysis of consecutive survival data under serial dependence, On the probability of holes in truncated samples, A note on the Lynden-Bell estimator under association, A kernel mode estimate under random left truncation and time series model: asymptotic normality, Martingale representations of the Lynden-Bell estimator with applications, Weighted quantile regression and testing for varying-coefficient models with randomly truncated data, Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models, Local polynomial quasi-likelihood regression with truncated and dependent data, Single-index quantile regression with left truncated data, Estimating extreme quantiles under random truncation

Cites Work

• Unnamed Item
• Some representations of the nonparametric maximum likelihood estimators with truncated data
• Some properties of the Kaplan-Meier estimator for independent nonidentically distributed random variables
• The strong law under random censorship
• Estimation of the truncation probability in the random truncation model
• The strong law under random truncation
• The central limit theorem under random censorship
• \(U\)-statistic processes: A martingale approach
• Almost sure representations of the product-limit estimator for truncated data
• Random truncation models and Markov processes
• Approximation Theorems of Mathematical Statistics
• A Semiparametric Model for Randomly Truncated Data
• Uniform Representation of Product‐Limit Integrals with Applications
• Estimating a distribution function with truncated data