Influence Curves for Randomly Truncated Data
本文在随机截断模型下，利用影响曲线概念推导了最大似然估计量及其衍生估计量（如均值、中位数等）的渐近方差，为统计推断提供了理论工具。
Under a random truncation model, observations (X, Y) are lost if X < Y. Properties of the maximum likelihood estimators for the distributions F, G of X and Y and the truncation proportion a have been treated by various authors, for example, Lynden-Bell (1971), and more recently Woodroofe (1985). Asymptotic variances of various estimates, including the mean, the median, the L- and the M-estimates and â, if they can be expressed as functionals of ^ and Ĝ, are obtained through the concept of influence curves. The asymptotic variance of â is derived to illustrate our method.