On strong uniform consistency of the Lynden-Bell estimator for truncated data

DOI10.1214/AOS/1176324529zbMath0828.62046OpenAlexW1973223612MaRDI QIDQ1896263

Kani Chen, Shaw-Hwa Lo, Min-Te Chao

Publication date: 9 January 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324529

zbMATH Keywords

stopping timereverse submartingalestrong uniform consistencyLynden-Bell estimator\(n\)-symmetricrandom truncation model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (10)

Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile ⋮ A note on uniform consistency of the product-limit estimator with staggered entry ⋮ On testing independence with right truncated data ⋮ A note on the Lynden-Bell estimator under association ⋮ Nonparametric estimation for censored lifetimes suffering from unknown selection bias ⋮ Estimation of the truncation probability in the random truncation model ⋮ The strong law under random truncation ⋮ Edgeworth Expansion and Bootstrap Approximation for Studentized Product-Limit Estimator with Truncated and Censored Data ⋮ On the strong convergence of the product-limit estimator and its integrals under censoring and random truncation ⋮ Convergence rate of the kernel regression estimator for associated and truncated data

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