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On Strong Uniform Consistency of the Lynden-Bell Estimator for Truncated Data

Kani Chen, Min-Te Chao and Shaw-Hwa Lo
The Annals of Statistics
Vol. 23, No. 2 (Apr., 1995), pp. 440-449
Stable URL: http://www.jstor.org/stable/2242345
Page Count: 10
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
On Strong Uniform Consistency of the Lynden-Bell Estimator for Truncated Data
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Abstract

In this paper, we prove that the Lynden-Bell estimator of a distribution function in the random truncation model is uniformly strong consistent over the whole half line, a problem left open by Woodroofe.

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