In this paper, we prove that the Lynden-Bell estimator of a distribution function in the random truncation model is uniformly strong consistent over the whole half line, a problem left open by Woodroofe.
Publié le : 1995-04-14
Classification:
Stopping time,
$n$-symmetric,
reverse submartingale,
62G05,
62E20
@article{1176324529,
author = {Chen, Kani and Chao, Min-Te and Lo, Shaw-Hwa},
title = {On Strong Uniform Consistency of the Lynden-Bell Estimator for Truncated Data},
journal = {Ann. Statist.},
volume = {23},
number = {6},
year = {1995},
pages = { 440-449},
language = {en},
url = {http://dml.mathdoc.fr/item/1176324529}
}
Chen, Kani; Chao, Min-Te; Lo, Shaw-Hwa. On Strong Uniform Consistency of the Lynden-Bell Estimator for Truncated Data. Ann. Statist., Tome 23 (1995) no. 6, pp. 440-449. http://gdmltest.u-ga.fr/item/1176324529/