Asymptotic distribution of the Kaplan-Meier U-statistics

被引：8

作者：

Bose, A ^{[1
]}

Sen, A

机构：

[1] Indian Stat Inst, Kolkata 700035, W Bengal, India

[2] Univ Hyderabad, Hyderabad 500134, Andhra Pradesh, India

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2002年 / 83卷 / 01期

关键词：

random censoring; Kaplan-Meier integral; U-statistics; central limit theorem; law of iterated logarithm; degenerate U-statistics; double Wiener integral;

D O I：

10.1006/jmva.2001.2039

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：

Consider the Kaplan-Meier estimate of the distribution function for right randomly censored data. We show that a U-statistic defined via this estimate is asymptotically normal. Under a condition of degeneracy, different from the degeneracy condition in uncensored models, it has an asymptotic nonnormal distribution. (C) 2002 Elsevier Science (USA).

引用

页码：84 / 123

页数：40

共 16 条

[1] The strong law of large numbers for Kaplan-Meier U-statistics [J].