Nonparametric Bayes estimation of a dist
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Mauro Gasparini
📂
Article
📅
1996
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Elsevier Science
🌐
English
⚖ 411 KB
A truncation bias affects the observation of a pair of variables (X, Y), so that data are available only if Y ~<X. In such a situation, the nonparametric maximum likelihood estimator (NPMLE) of the distribution function of Y may have unpleasant features (Woodroofe, Ann. Statisr 13 (1985) 163-177). A