Edgeworth expansion and bootstrap approximation for studentized product-limit estimator with truncated and censored data

doi:10.1080/03610920500498840

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	Edgeworth expansion and bootstrap approximation for studentized product-limit estimator with truncated and censored data
	Wang, QH; Jing, BY
	2006
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	35 期号:4 页码:609-623
摘要	The product-limit estimator under left truncation and right censoring was first proposed and shown to be asymptotically normal by Tsai et al. (1987). In this article, we shall develop an Edgeworth expansion for the studentized product-limit estimator. This is achieved by representing the studentized product-limit estimator as a U -statistic plus some negligible remainder terms. The bootstrap is employed to approximate the distribution of the studentized product-limit estimator and shown to be second-order accurate.
关键词	bootstrap approximation Edgeworth expansion left truncation product-limit estimator random censorship
DOI	10.1080/03610920500498840
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000236011300005
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3315
专题	应用数学研究所
通讯作者	Wang, QH
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Hong Kong, Dept Stat & Actual Sci, Hong Kong, Hong Kong, Peoples R China 3.Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Wang, QH,Jing, BY. Edgeworth expansion and bootstrap approximation for studentized product-limit estimator with truncated and censored data[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2006,35(4):609-623.
APA	Wang, QH,&Jing, BY.(2006).Edgeworth expansion and bootstrap approximation for studentized product-limit estimator with truncated and censored data.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,35(4),609-623.
MLA	Wang, QH,et al."Edgeworth expansion and bootstrap approximation for studentized product-limit estimator with truncated and censored data".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 35.4(2006):609-623.