asymptotic normality of the truncation probability estimator for truncated dependent data
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abstract
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 .
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Journal title:
iranian journal of numerical analysis and optimizationجلد ۲، شماره ۱، صفحات ۰-۰
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