A Dvoretzky-Kiefer-Wolfowitz type inequality for the Kaplan-Meier estimator

被引：39
作者：
Bitouzé, D
Laurent, B
Massart, P
机构：
[1] Univ Littoral Cote Opale, LMPA Joseph Liouville, Ctr Univ Mivoix, F-62228 Calais, France
[2] Univ Paris 11, F-91405 Orsay, France
来源：
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 1999年 / 35卷 / 06期
关键词：
Kaplan-Meier estimator; censored data; exponential inequality; law of iterated logarithm; empirical process;
D O I：
10.1016/S0246-0203(99)00112-0
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：
We prove a new exponential inequality for the Kaplan-Meier estimator of a distribution function in a right censored data model. This inequality is of the same type as the Dvoretzky-Kiefer-Wolfowitz inequality for the empirical distribution function in the non-censored case. Our approach is based on Duhamel equation which allows to use empirical process theory. (C) Elsevier, Paris.
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页码：735 / 763
页数：29
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