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Edgeworth expansion of the Studentized product-limit estimator for truncated and censored data

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Abstract

Based on random left truncated and right censored data we investigate the one-term Edgeworth expansion for the Studentized product-limit estimator, and show that the Edgeworth expansion is close to the exact distribution of the Studentized product-limit estimator with a remainder of On(su-1/2).

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, 100080, Beijing, China

    Liuquan Sun

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  1. Liuquan Sun
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Correspondence to Liuquan Sun.

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Sun, L. Edgeworth expansion of the Studentized product-limit estimator for truncated and censored data. Sci. China Ser. A-Math. 43, 495–508 (2000). https://doi.org/10.1007/BF02897141

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  • DOI: https://doi.org/10.1007/BF02897141

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