In the left-truncation model, one observes data $(X_i,Y_i)$ only when $Y_i\leq X_i$. Let F denote the marginal d.f. of $X_i$ , the variable of interest. The nonparametric MLE $\hat{F}_n$ of F aims at reconstructing F from truncated data. In this paper an almost sure representation of $\hat{F}_n$ is derived with improved error bounds on the one hand and under weaker distributional assumptions on the other hand.
Publié le : 1993-03-14
Classification:
Product-limit estimator,
truncated data,
almost sure representation,
62G05,
62E20,
62G30
@article{1176349019,
author = {Stute, Winfried},
title = {Almost Sure Representations of the Product-Limit Estimator for Truncated Data},
journal = {Ann. Statist.},
volume = {21},
number = {1},
year = {1993},
pages = { 146-156},
language = {en},
url = {http://dml.mathdoc.fr/item/1176349019}
}
Stute, Winfried. Almost Sure Representations of the Product-Limit Estimator for Truncated Data. Ann. Statist., Tome 21 (1993) no. 1, pp. 146-156. http://gdmltest.u-ga.fr/item/1176349019/