关键词: 强相合性, 渐近正态性, 重对数律, 左右删失

Abstract: In 1974 Turnbull proposed the nonparametric MLE of the distribution function with incomplete data which may be censored either from above or below. This estimat or is also self-consistent. When the data are grouped, we showed that the distribution function of interest and the distribution functions of the two censoring variables satisfy an equation system. By studying the uniqueness of the solution of this equation system, we proved the strong consistency of the Turnbull estimator. We also proved the asymptotic normality and the law of the iterated logarithm, and have given the matrix representation of the asymptotic covariance matrix and the accurate upper bounds of the convergence rate in the law of the iterated logarithm.

Key words: doubly censoring, strong consistency, asymptotic normality, law of iterated logarithm