Estimation of total time on test transforms for stationary observations

DOI10.1016/S0304-4149(97)00029-XMaRDI QIDQ1275928zbMATH OpenOpenAlexFDO

Authors Miklós Csörgo, Hao Yu

Publication date 14 January 1999

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(97)00029-x

zbMATH Keywords

empirical processeslife testingmixingquantile processestotal time on test

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Review text

The authors derive Chibisov-O'Reilly-type theorems for uniform empirical and quantile processes based on stationary observations and establish a nonparametric large sample estimation theory for total time on test transforms. Particularly, they obtain weak approximations for total time on test transforms also under the assumption of positively associated dependence and some other type of dependence.

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Cited in

(7)

• The total time on test plot and the cumulative total time on test statistic for a counting process
• On the rate of strong consistency of the total time on test statistic
• Some new applications of the total time on test transforms
• New estimating equation approaches with application in lifetime data analysis
• Equivalent processes of total time on test, Lorenz and inverse Lorenz processes
• Estimation of total time on test transforms and lorenz curves under random censorship
• Bivariate total time on test transforms

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