Inference with Bivariate Truncated Data
β Scribed by Christopher M. Quale; Markvander J. Laan
- Book ID
- 111564114
- Publisher
- Springer
- Year
- 2000
- Tongue
- English
- Weight
- 235 KB
- Volume
- 6
- Category
- Article
- ISSN
- 1380-7870
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In this study bivariate kernel density estimators are considered when a component is subject to random truncation. In bivariate truncation models one observes the i.i.d. samples from the triplets (T, Y, X) only if T Y. In this set-up, Y is said to be left truncated by T and T is right truncated by Y
Randomly left or right truncated observations occur when one is concerned with estimation of the distribution of time between two events and when one only observes the time if one of the two events falls in a fixed time-window, so that longer survivial times have higher probability to be part of the