Edgeworth expansion of the Studentized product-limit estimator for truncated and censored data |
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| Authors: | SUN Liuquan |
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| Institution: | Institute of Applied Mathematics, Academy of Mathematics and System Sciences,Chinese Academy of Sciences, Beijing 100080,China |
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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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| Keywords: | truncated and censored data Studentized product-limit estimator asymptotic normality Edgeworth expansion |
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