Bootstrap for the conditional distribution function with truncated and censored data

Autor: W. González Manteiga, M. C. Iglesias Pérez
Rok vydání: 2003
Předmět:
Zdroj: Annals of the Institute of Statistical Mathematics. 55:331-357
ISSN: 1572-9052
0020-3157
DOI: 10.1007/bf02530503
Popis: We propose a resampling method for left truncated and right censored data with covariables to obtain a bootstrap version of the conditional distribution function estimator. We derive an almost sure representation for this bootstrapped estimator and, as a consequence, the consistency of the bootstrap is obtained. This bootstrap approximation represents an alternative to the normal asymptotic distribution and avoids the estimation of the complicated mean and variance parameters of the latter.
Databáze: OpenAIRE