Nonparametric estimation of a process mean from censored data

John I. Crowell

Statistics & Probability Letters, 1992, vol. 15, issue 4, 253-257

Abstract: 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.

Keywords: Stochastic; process; censoring; reverse; martingale. (search for similar items in EconPapers)
Date: 1992
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