Moment and probability inequalities for the bivariate product-limit estimator

被引：9

作者：

Wang, QH ^{[1
]}

机构：

[1] Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 46卷 / 01期

基金：

中国国家自然科学基金;

关键词：

moment inequality; probability inequality; bivariate product-limit estimator;

D O I：

10.1016/S0167-7152(99)00081-4

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：

Let S(s,t) be a bivariate survival function. Let (S) over cap(n)(s,t) be the bivariate product limit estimator of S(s, t) proposed by Campbell and Foldes (1982, In: Gnedenko, B.V., Purl, M.C., Vincze, I. (Eds.), Nonparametric Statistical Inference. North-Holland, Amsterdam, pp. 103-122). In this paper, absolute moment and probability inequalities for S,,(s,t) are derived, respectively. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：1 / 12

页数：12