A note on the Lynden-Bell estimator under association

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.

MoreLess

Year of publication:	2012
Authors:	Guessoum, Zohra ; Ould Saïd, Elias ; Sadki, Ourida ; Tatachak, Abdelkader
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 11, p. 1994-2000
Publisher:	Elsevier
Subject:	Association \| Lynden-Bell estimator \| Random left-truncation \| Strong uniform consistency

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039859