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http://hdl.handle.net/1942/33783
Title: | Nonparametric estimation of a distribution function from doubly truncated data under dependence | Authors: | Moreira, Carla de Una-Alvarez, Jacobo BRAEKERS, Roel |
Issue Date: | 2021 | Publisher: | SPRINGER HEIDELBERG | Source: | COMPUTATIONAL STATISTICS, 36 (3), p. 1693-1720 | Abstract: | The NPMLE of a distribution function from doubly truncated data was introduced in the seminal paper of Efron and Petrosian (J Am Stat Assoc 94:824-834, 1999). The consistency of the NPMLE depends however on the assumption of independent truncation. In this work we introduce an extension of the Efron-Petrosian NPMLE when the variable of interest and the truncation variables may be dependent. The proposed estimator is constructed on the basis of a copula function which represents the dependence structure between the variable of interest and the truncation variables. Two different iterative algorithms to compute the estimator in practice are introduced, and their performance is explored through an intensive Monte Carlo simulation study. We illustrate the use of the estimators on two real data examples. | Notes: | Moreira, C (corresponding author), Univ Minho, CMAT Ctr Math, Braga, Portugal. carlamgmm@gmail.com; jacobo@uvigo.es; roel.brackers@uhassclt.be |
Other: | Moreira, C (corresponding author), Univ Minho, CMAT Ctr Math, Braga, Portugal. carlamgmm@gmail.com; jacobo@uvigo.es; roel.brackers@uhassclt.be | Keywords: | Random double truncation;Copula function;Dependence;Interval sampling | Document URI: | http://hdl.handle.net/1942/33783 | ISSN: | 0943-4062 | e-ISSN: | 1613-9658 | DOI: | 10.1007/s00180-021-01085-4 | ISI #: | WOS:000622285000001 | Rights: | The Author(s), under exclusive licence to Springer-Verlag GmbH, DE part of Springer Nature 2021 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2022 |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
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CopulasDoubleTrunc_23122020Revision.pdf | Peer-reviewed author version | 509.07 kB | Adobe PDF | View/Open |
s00180-021-01085-4.pdf Restricted Access | Published version | 553.4 kB | Adobe PDF | View/Open Request a copy |
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