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Unbiased Estimation of a Distribution Function from a Multiply Truncated Sample

โœ Scribed by Pavlov, I. V.; Ushakov, I. A.


Book ID
118224618
Publisher
Society for Industrial and Applied Mathematics
Year
1985
Tongue
English
Weight
467 KB
Volume
29
Category
Article
ISSN
0040-585X

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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