ON STRONG UNIFORM CONSISTENCY OF THE LYNDEN-BELL ESTIMATOR FOR TRUNCATED DATA

被引：21

作者：

CHEN, K ^{[1
]}

CHAO, MT ^{[1
]}

LO, SH ^{[1
]}

机构：

[1] ACAD SINICA,INST STAT SCI,TAIPEI 11529,TAIWAN

来源：

ANNALS OF STATISTICS | 1995年 / 23卷 / 02期

关键词：

STOPPING TIME; N-SYMMETRICAL; REVERSE SUBMARTINGALE;

D O I：

10.1214/aos/1176324529

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we prove that the Lynden-Bell estimator of a distribution function in the random truncation model is uniformly strong tent over the whole half line, a problem left open by Woodroofe.

引用

页码：440 / 449

页数：10

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