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On the behavior of the Lynden-Bell estimator in widely orthant-dependent model

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  • Mohamed Kaber El Alem
  • Zohra Guessoum
  • Abdelkader Tatachak

Abstract

This article is devoted to investigating some asymptotic properties of the Lynden-Bell and the cumulative risk function estimators when the survival and the truncated times form widely orthant-dependent sequences. As main results, we establish strong uniform consistency rates for the proposed estimators. Then, as an application, we derive a strong uniform consistency rate for the hazard rate function estimator. The performances of the proposed estimators are illustrated via some simulations.

Suggested Citation

  • Mohamed Kaber El Alem & Zohra Guessoum & Abdelkader Tatachak, 2025. "On the behavior of the Lynden-Bell estimator in widely orthant-dependent model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 54(5), pages 1441-1460, March.
    • Handle: RePEc:taf:lstaxx:v:54:y:2025:i:5:p:1441-1460
    DOI: 10.1080/03610926.2024.2341179
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