Title : ( Asymptotic normality of the truncation probability estimator for truncated dependent data )
Authors: Sara Jomhoori , Vahid Fakoor , Hassan Ali Azarnoosh ,
Full TextAbstract
In some long term studies, a series of dependent and possibly truncated lifetimes may be observed. Suppose that the lifetimes have a common marginal distribution function. In the left-truncation model, one observes data (X_i,T_i) only when T_i leq X_i. Under some regularity conditions, we provide a strong representation of the widehat{ alpha}_n estimator of alpha=P(T_i leq X_i), in the form of an average of random variables plus a remainder term. This representation enable us to obtain the asymptotic normality for widehat{ alpha}_n .
Keywords
, alpha , mixing; Left, truncation; Product, limit estimator; Strong representation; Truncation probability
@article{paperid:1012881,
author = {Jomhoori, Sara and Fakoor, Vahid and Azarnoosh, Hassan Ali},
title = {Asymptotic normality of the truncation probability estimator for truncated dependent data},
journal = {Iranian Journal of Numerical Analysis and Optimization},
year = {2009},
volume = {2},
number = {1},
month = {January},
issn = {2423-6977},
pages = {53--60},
numpages = {7},
keywords = {alpha -mixing; Left-truncation; Product-limit
estimator; Strong representation; Truncation probability},
}
%0 Journal Article
%T Asymptotic normality of the truncation probability estimator for truncated dependent data
%A Jomhoori, Sara
%A Fakoor, Vahid
%A Azarnoosh, Hassan Ali
%J Iranian Journal of Numerical Analysis and Optimization
%@ 2423-6977
%D 2009
