Edgeworth expansion of the Studentized product-limit estimator for truncated and censored data

被引:0
|
作者
孙六全
机构
[1] Academy of Mathematics and System Sciences
[2] Chinese Academy of Sciences
[3] China
[4] Beijing 100080
[5] Institute of Applied Mathematics
关键词
truncated and censored data; Studentized product-limit estimator; asymptotic normality; Edge- worth expansion;
D O I
暂无
中图分类号
O212 [数理统计];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Based on random left truncated and right censored data we investigate the one-term Edgeworth expansion for the Studentized product-limit estimator, and show that the Edgeworth expan-sion is close to the exact distribution of the Studentized product-limit estimator with a remainder of
引用
收藏
页码:495 / 508
页数:14
相关论文
共 50 条
  • [31] Tail product-limit process for truncated data with application to extreme value index estimation
    Souad Benchaira
    Djamel Meraghni
    Abdelhakim Necir
    [J]. Extremes, 2016, 19 : 219 - 251
  • [32] LARGE SAMPLE BEHAVIOR OF THE PRODUCT-LIMIT ESTIMATOR ON THE WHOLE LINE
    GILL, R
    [J]. ANNALS OF STATISTICS, 1983, 11 (01): : 49 - 58
  • [33] Weak convergence of TJW product-limit estimator under association
    Shabani, Amir Hossein
    Jabbari, Hadi
    Fakoor, Vahid
    [J]. STAT, 2019, 8 (01):
  • [34] Tail product-limit process for truncated data with application to extreme value index estimation
    Benchaira, Souad
    Meraghni, Djamel
    Necir, Abdelhakim
    [J]. EXTREMES, 2016, 19 (02) : 219 - 251
  • [35] A note on uniform consistency of the product-limit estimator with staggered entry
    Chen, K
    Ying, ZL
    [J]. STATISTICS & PROBABILITY LETTERS, 1999, 42 (03) : 275 - 281
  • [37] On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
    Chen, K
    Lo, SH
    [J]. ANNALS OF STATISTICS, 1997, 25 (03): : 1050 - 1087
  • [38] Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
    Ghalibaf, M. Bolbolian
    Fakoor, V.
    Azarnoosh, H. A.
    [J]. STATISTICS & PROBABILITY LETTERS, 2010, 80 (7-8) : 581 - 586
  • [39] The Probability Mass Function of the Kaplan-Meier Product-Limit Estimator
    Qin, Yuxin
    Sasinowska, Heather
    Leemis, Lawrence
    [J]. AMERICAN STATISTICIAN, 2023, 77 (01): : 102 - 110
  • [40] A NOTE ON THE PRODUCT-LIMIT ESTIMATOR UNDER RIGHT CENSORING AND LEFT TRUNCATION
    TSAI, WY
    JEWELL, NP
    WANG, MC
    [J]. BIOMETRIKA, 1987, 74 (04) : 883 - 886