A note on the Lynden-Bell estimator under association

Zohra Guessoum, Elias Ould Saïd, Ourida Sadki and Abdelkader Tatachak

Statistics & Probability Letters, 2012, vol. 82, issue 11, 1994-2000

Abstract: Let {XN,N≥1} be a stationary sequence of associated random variables of interest, and {YN,N≥1} be a sequence of random truncating variables assumed to be independent from {XN,N≥1}. In this paper, we establish strong uniform convergence with a rate of the well-known Lynden-Bell estimator under association hypothesis.

Keywords: Association; Lynden-Bell estimator; Random left-truncation; Strong uniform consistency (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2012.06.016

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