Some properties of the Lynden-Bell estimator with truncated data

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.

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Year of publication:	1996
Authors:	Yuan, Ao
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 27.1996, 4, p. 375-384
Publisher:	Elsevier
Keywords:	Bootstrap Brownian bridge Censored observation Gaussian process Martingale Product-limit estimator Strong consistency Truncated observation Weak consistency

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

Persistent link: https://www.econbiz.de/10005254481