Asymptotic normality of the truncation probability estimator for truncated dependent data | ||
| Iranian Journal of Numerical Analysis and Optimization | ||
| مقاله 4، دوره 2، شماره 1 - شماره پیاپی 2، 2009 اصل مقاله (151.38 K) | ||
| نوع مقاله: Research Article | ||
| شناسه دیجیتال (DOI): 10.22067/ijnao.v2i1.639 | ||
| نویسندگان | ||
| S. Jomhoori؛ V. Fakoor* ؛ H. A. Azarnoosh | ||
| چکیده | ||
| In some long term studies, a series of dependent and possibly truncated life-times may be observed. Suppose that the lifetimes have a common marginal distribution function. In left-truncation model, one observes data (Xi,Ti) only, when Ti ≤ Xi. Under some regularity conditions, we provide a strong representation of the ßn estimator of ß = P(Ti ≤ Xi), in the form of an average of random variables plus a remainder term. This representation en-ables us to obtain the asymptotic normality for ßn . | ||
| کلیدواژهها | ||
| a-mixing؛ left-truncation؛ product-limit estima- tor؛ strong representation؛ truncation probability | ||
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