Berry-esseen bound for the kaplan-meier estimator

DOI10.1080/03610928908830180zbMath0707.62079OpenAlexW1969789234MaRDI QIDQ3489102

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Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830180

zbMATH Keywords

U-statisticsKaplan-Meier estimatorBerry-Esseen boundempirical cumulative hazardKaplan- Meier cumulative hazard estimators

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (27)

A Berry-Esséen Bound for the Product-Limit Estimator under Left-Truncation and Right-Censoring ⋮ The modified bootstrap error process for Kaplan-Meier quantiles ⋮ A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications ⋮ Berry-Esséen bound of sample quantiles for negatively associated sequence ⋮ The Berry-Esseen bounds for kernel density estimator under dependent sample ⋮ Edgeworth expansion for the bivariate product-limit estimator ⋮ Moment estimator for an AR(1) model driven by a long memory Gaussian noise ⋮ Berry-Esseen bounds for kernel estimates of stationary processes ⋮ Approximation rates of the error distribution of wavelet estimators of a density function under censorship ⋮ Berry-Esseen bounds for density estimates under NA assumption ⋮ Cramer type large deviations for survival function estimators ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ Moment and probability inequalities for the bivariate product-limit estimator. ⋮ The Berry-Esséen type bound of sample quantiles for strong mixing sequence ⋮ Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process ⋮ Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables ⋮ Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift ⋮ A Berry-Esseen type bound for the kernel density estimator based on a weakly dependent and randomly left truncated data ⋮ Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors ⋮ A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence ⋮ A Berry-Esseen inequality for the Kaplan-Meier \(L\)-estimator ⋮ Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift ⋮ A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples ⋮ Edgeworth Expansion and Bootstrap Approximation for Studentized Product-Limit Estimator with Truncated and Censored Data ⋮ Asymptotic properties of a generalized kaplan-meier estimator with some applications ⋮ Edgeworth expansion for the kaplan-meier estimato ⋮ Some inequalities for the kernel density estimator under random censorship^∗

Cites Work

• The Berry-Esseen theorem for U-statistics
• A large sample study of the life table and product limit estimates under random censorship
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Approximation Theorems of Mathematical Statistics

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