Strong Gaussian approximations in the left truncated and right censored model

被引:0
作者
Tse, S [1 ]
机构
[1] Natl Donghua Univ, Dept Math Appl, Hualien, Taiwan
关键词
cumulative hazard; left truncation; Gaussian approximations; right censorship; product-limit;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we consider the Tsai-Jewel-Wang estimator F-n(0)(x) of an unknown distribution function F-0 when the data are subject to random left truncation and right censorship. Strong Gaussian approximations of the product-limit process rootn[F-n(0)(x) - F-0(x)] are constructed with rate 0((log n)(3/2)/n(1/8)). A functional law of the iterated logarithm for the maximal deviation of the estimator from the estimand is derived from the construction.
引用
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页码:275 / 282
页数:8
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