右随机截断下混合分布系数的非参数推断

Nonparametric Estimation of Mixture Proportion under Random Right Censoring

  • 摘要: 对于混合分布模型H=\lambda F+(1-\lambda)G, 构造了在右随机截断下混合分布系数\lambda的估计量\wh\lambda, 并证明了\wh\lambda的渐进正态性.

     

    Abstract: On the mixture model H=\lambda F+(1-\lambda)G, we derive the consistent estimator \wh\lambda of the mixture proportion \lambda under random right censoring, we also discuss the asymptotic normality of the estimator \wh\lambda.

     

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