摘要
Abstract In this paper we consider a fixed design model in which the observations are subject to left truncation and right censoring. A generalized product-limit estimator for the conditional distribution at a given covariate value is proposed, and an almost sure asymptotic representation of this estimator is established. We also obtain the rate of uniform consistency, weak convergence and a modulus of continuity for this estimator. Applications include trimmed mean and quantile function estimators.These applications demonstrate the usefulness of the new matrix products.
Abstract In this paper we consider a fixed design model in which the observations are subject to left truncation and right censoring. A generalized product-limit estimator for the conditional distribution at a given covariate value is proposed, and an almost sure asymptotic representation of this estimator is established. We also obtain the rate of uniform consistency, weak convergence and a modulus of continuity for this estimator. Applications include trimmed mean and quantile function estimators.These applications demonstrate the usefulness of the new matrix products.
基金
Partially supported by the National Natural Science Foundation of China (No.10071092).
