Some properties of the Lynden-Bell estimator with truncated data

Ao Yuan

Statistics & Probability Letters, 1996, vol. 27, issue 4, 375-384

Abstract: Strong consistency of the Lynden-Bell estimator is obtained, and by making use of martingale integral representation, weak convergence results are proved and bootstrapping of the estimator is studied.

Keywords: Bootstrap; Brownian; bridge; Censored; observation; Gaussian; process; Martingale; Product-limit; estimator; Strong; consistency; Truncated; observation; Weak; consistency (search for similar items in EconPapers)
Date: 1996
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