题名

The Nonparametric MLE As an Inverse-Probability-of Truncation Weighted Average

并列篇名

非參數最大估計值表示成以截取機率爲權數之平均值

DOI

10.29724/TMR.200207.0002

作者

沈葆聖(Pao-Sheng Shen)

关键词

Product-Limit估計值 ； 隨機截取 ； Product-Limit Estimator ； Random Truncation

期刊名称

東海管理評論

卷期/出版年月

4卷1期（2002 / 07 / 01）

页次

17 - 25

内容语文

英文
中文摘要

對於隨機設限資料，Satten和Datta (2001)證明Kaplan-Meier估計值可以表示成以設限時間機率分配為權數的加權平均值。本文中，我們證明截取資料下，Lynden-Bell(1971)所提出的product-limit估計值亦可表示成以截取時間機率分配為權數的加權平均值。
英文摘要

For randomly censored data, Satten and Datta (2001) showed that the Kaplan-Meier estimator can be expressed as an inverse-probability-of censoring weighted estimator. In this article, it is shown that the truncation product-limit estimate, first introduced by Lynden-Bell(1971), can also be expressed as an inverse-probability-of truncation weighted average, where the weights are related to the distribution function of truncation variables.
主题分类 社會科學 > 管理學
参考文献
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