关于区间删失和截断观测下分布函数非参数估计的一个注记

A Note on Nonparametric Estimation of the Distribution Function from Interval-Censored and Truncated Observations

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1994
被引 91
ABS 4

中文导读

本文指出Turnbull关于区间删失和截断数据下分布函数最大似然估计的特征化方法在一般情况下不适用,并给出了一个简单的修正方案。

Abstract

SUMMARY This paper is concerned with the nonparametric estimation of the distribution function F from interval-censored and truncated data as discussed by Turnbull. It is observed that Turnbull's characterization of F̂, the maximum likelihood estimator of F, is not applicable in general when the data are interval censored and truncated. It is shown, however, that Turnbull's characterization can be easily modified to obtain the appropriate characterization of F̂.

非参数统计区间删失数据截断数据最大似然估计