On Strong Uniform Consistency of the Lynden-Bell Estimator for Truncated Data
Kani Chen, Min-Te Chao, Shaw-Hwa Lo
The Annals of Statistics · 1995 · Volume 23 · Issue 2
Abstract
In this paper, we prove that the Lynden-Bell estimator of a distribution function in the random truncation model is uniformly strong consistent over the whole half line, a problem left open by Woodroofe.
Keywords
$n$-symmetric; 62E20; 62G05; reverse submartingale; stopping time;
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