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April, 1995 On Strong Uniform Consistency of the Lynden-Bell Estimator for Truncated Data
Kani Chen, Min-Te Chao, Shaw-Hwa Lo
Ann. Statist. 23(2): 440-449 (April, 1995). DOI: 10.1214/aos/1176324529

Abstract

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.

Citation

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Kani Chen. Min-Te Chao. Shaw-Hwa Lo. "On Strong Uniform Consistency of the Lynden-Bell Estimator for Truncated Data." Ann. Statist. 23 (2) 440 - 449, April, 1995. https://doi.org/10.1214/aos/1176324529

Information

Published: April, 1995
First available in Project Euclid: 11 April 2007

zbMATH: 0828.62046
MathSciNet: MR1332575
Digital Object Identifier: 10.1214/aos/1176324529

Subjects:
Primary: 62G05
Secondary: 62E20

Keywords: $n$-symmetric , reverse submartingale , stopping time

Rights: Copyright © 1995 Institute of Mathematical Statistics

Vol.23 • No. 2 • April, 1995
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