Martingale representations of the Lynden-Bell estimator with applications

DOI10.1016/J.SPL.2008.10.038zbMath1349.62106OpenAlexW2054016378MaRDI QIDQ1009721

Winfried Stute, Ewa Strzalkowska-Kominiak

Publication date: 3 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.038

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Martingales with continuous parameter (60G44)

Related Items (4)

Tail product-limit process for truncated data with application to extreme value index estimation ⋮ On a simple estimation of the proportional odds model under right truncation ⋮ Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data ⋮ On the probability of holes in truncated samples

Cites Work

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• The central limit theorem under random truncation
• Estimation of the truncation probability in the random truncation model
• On the probability of holes in truncated samples
• Random truncation models and Markov processes
• The statistical theory of the strength of bundles of threads. I

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