A random variable X is symmetric about 0 if X and -X have the same distribution. There is a large literature on the estimation of a distribution function (DF) under the symmetry restriction
and tests for checking this symmetry assumption. Often the alternative describes some notion of skewness or one-sided bias. Various notions can be described by an ordering of the distributions of X and -X. One such important ordering is that $P(0
Publié le : 2004-02-14
Classification:
Type II bias,
estimation,
weak convergence,
cumulative incidence functions,
hypothesis testing,
confidence bands,
62G05,
62G30,
62G10,
62P99
@article{1079120136,
author = {El Barmi, Hammou and Mukerjee, Hari},
title = {Consistent estimation of distributions with type II bias with applications in competing risks problems},
journal = {Ann. Statist.},
volume = {32},
number = {1},
year = {2004},
pages = { 245-267},
language = {en},
url = {http://dml.mathdoc.fr/item/1079120136}
}
El Barmi, Hammou; Mukerjee, Hari. Consistent estimation of distributions with type II bias with applications in competing risks problems. Ann. Statist., Tome 32 (2004) no. 1, pp. 245-267. http://gdmltest.u-ga.fr/item/1079120136/