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左截断右删失下一类泛函估计的渐近性质
引用本文:孙六全,郑忠国. 左截断右删失下一类泛函估计的渐近性质[J]. 系统科学与数学, 1999, 19(1): 095-105
作者姓名:孙六全  郑忠国
作者单位:中国科学院应用数学研究所!北京,100080,北京大学概率统计系!北京,100871
基金项目:国家自然科学基金,博士点基金
摘    要:在左截断右删失下,本文讨论了一类广义Von-Mises泛函估计的渐近性质.在一定条件下,得到了此类泛函估计的强逼近和U-统计量表示,并由此得出它的强相合性、渐近正态性及重对数律.

关 键 词:左截断右删失  Von-Mises泛函估计  U-统计量  渐近正态性

ASYMPTOTIC PROPERTIES OF THE ESTIMATION OF A GENERAL CLASS OF VON-MISES TYPE FUNCTIONALS UNDER TRUNCATED AND CENSORED DATA
Liu Quan SUN,Zhong Guo ZHENG. ASYMPTOTIC PROPERTIES OF THE ESTIMATION OF A GENERAL CLASS OF VON-MISES TYPE FUNCTIONALS UNDER TRUNCATED AND CENSORED DATA[J]. Journal of Systems Science and Mathematical Sciences, 1999, 19(1): 095-105
Authors:Liu Quan SUN  Zhong Guo ZHENG
Affiliation:Department of Probability and Statistics, Peking University, Beijing 100871
Abstract:This paper deals with the estimation of a general class of Von-Mises type functionals of the survival function based on left truncated and right censored data. The strong approximation and an almost sure asymptotic representation are obtained under some conditions. In addition, the asymptotic normality, strong consistency and the law of iterated logarithm for the estimator are established.
Keywords:Left truncated and right censored data   Von-Mises type functionals   strong approximation   almost sure representation   asymptotic normality   law of iterated logarithm
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