Back to Search Start Over

Concentration curve for truncated and censored data

Authors :
S. M. Tze
Source :
Mathematical Methods of Statistics. 23:151-157
Publication Year :
2014
Publisher :
Allerton Press, 2014.

Abstract

Concentration curve is the inverse Lorenz curve. Together, they form the basis for most measures of distributional inequality. In this paper, we consider the empirical estimator of the concentration curve when the data are subjected to random left truncation and/or right censorship. Simultaneous strong Gaussian approximations for the associated Lorenz and normed concentration processes are established under appropriate assumptions. Functional laws of the iterated logarithm for the two processes are established as easy consequences. The construction provides a solid foundation for the study of functional statistics based on the two processes.

Details

ISSN :
19348045 and 10665307
Volume :
23
Database :
OpenAIRE
Journal :
Mathematical Methods of Statistics
Accession number :
edsair.doi...........0d378621c70caf5856f3cab424f8512e
Full Text :
https://doi.org/10.3103/s1066530714020057