IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v49y1995i1p1-8.html
   My bibliography  Save this article

Asymptotic confidence intervals for the length of the shortt under random censoring

Author

Listed:
  • J. Beirlant
  • J. H. J. Einmahl

Abstract

A shortt of a one dimensional probability distribution is defined to be an interval which has at least probability t and minimal length. The length of a show and its obvious estimator are significant measures of scale of a distribution and the corresponding random sample, respectively. In this note a non‐parametric asymptotic confidence interval for the length of the (uniqueness is assumed) shortt is established in the random censorship from the right model. The estimator of the length of the shortt is based on the product‐limit (PL) estimator of the unknown distribution function. The proof of the result mainly follows from an appropriate combination of the Glivenko‐Cantelli theorem and the functional central limit theorem for the PL estimator.

Suggested Citation

  • J. Beirlant & J. H. J. Einmahl, 1995. "Asymptotic confidence intervals for the length of the shortt under random censoring," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 49(1), pages 1-8, March.
  • Handle: RePEc:bla:stanee:v:49:y:1995:i:1:p:1-8
    DOI: 10.1111/j.1467-9574.1995.tb01451.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9574.1995.tb01451.x
    Download Restriction: no

    File URL: https://libkey.io/10.1111/j.1467-9574.1995.tb01451.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Di Bucchianico, A. & Einmahl, J.H.J. & Mushkudiani, N.A., 2001. "Smallest nonparametric tolerance regions," Other publications TiSEM 436f9be2-d0ad-49af-b6df-9, Tilburg University, School of Economics and Management.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:49:y:1995:i:1:p:1-8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.