NONPARAMETRIC-ESTIMATION OF A PROCESS MEAN FROM CENSORED-DATA

被引:1
|
作者
CROWELL, JI [1 ]
机构
[1] WESTERN MICHIGAN UNIV,DEPT MATH & STAT,KALAMAZOO,MI 49008
关键词
STOCHASTIC PROCESS; CENSORING; REVERSE MARTINGALE;
D O I
10.1016/0167-7152(92)90159-3
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
We consider estimating the mean of a stochastic process at a single time point t from a random sample of processes subject to censoring on the right. A very simple estimator is shown to converge a.s.
引用
收藏
页码:253 / 257
页数:5
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