ASYMPTOTIC PROPERTIES OF NONPARAMETRIC MAXIMUM-LIKELIHOOD ESTIMATOR FOR INTERVAL-TRUNCATED DATA

Authors
TSAI WY ZHANG CH
Citation
Wy. Tsai et Ch. Zhang, ASYMPTOTIC PROPERTIES OF NONPARAMETRIC MAXIMUM-LIKELIHOOD ESTIMATOR FOR INTERVAL-TRUNCATED DATA, Scandinavian journal of statistics, 22(3), 1995, pp. 361-370
Citations number
22
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Scandinavian journal of statistics → ACNP
ISSN journal
03036898
Volume
22
Issue
3
Year of publication
1995
Pages
361 - 370
Database
ISI
SICI code
0303-6898(1995)22:3<361:APONME>2.0.ZU;2-T
Abstract
In this paper, a nonparametric maximum likelihood estimator for a cond itional lifetime distribution is considered for observations truncated simultaneously from the right and left sides, and its almost sure uni form convergence and asymptotic normality are established based on a s elf-consistency equation.