NONPARAMETRIC-ESTIMATION OF A PROCESS MEAN FROM CENSORED-DATA

被引：1

作者：

CROWELL, JI ^{[1
]}

机构：

[1] WESTERN MICHIGAN UNIV,DEPT MATH & STAT,KALAMAZOO,MI 49008

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 15卷 / 04期

关键词：

STOCHASTIC PROCESS; CENSORING; REVERSE MARTINGALE;

D O I：

10.1016/0167-7152(92)90159-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider estimating the mean of a stochastic process at a single time point t from a random sample of processes subject to censoring on the right. A very simple estimator is shown to converge a.s.

引用

页码：253 / 257

页数：5

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