Empirical processes associated with V-statistics and a class of estimators under random censoring (Q1082745): Difference between revisions

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Empirical processes associated with V-statistics and a class of estimators under random censoring
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    Empirical processes associated with V-statistics and a class of estimators under random censoring (English)
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    1986
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    Let \(h=h(X_{11},...,X_{1r_ 1},...,X_{k1},...,X_{kr_ k})\) be a kernel transform of degree \(r=(r_ 1,...,r_ k)\), taken from k-samples censored from the right. Denote with V the distribution function of h. In this paper, an estimate \(V_ N\) of V is considered, and an invariance principle for the corresponding empirical and quantile processes is derived. Applications to certain smooth functionals (such as L- statistics) are included. The paper constitutes an extension of existing results to the case of censored data.
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    weak convergence
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    asymptotic behavior
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    generalized Hodges-Lehmann estimator
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    two-way ANOVA
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    V-statistics
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    empirical processes
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    random censoring
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    Kaplan-Meier estimator
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    right censored data
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    kernel transform
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    invariance principle
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    quantile processes
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    L-statistics
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