Limit theorems for a general weighted process under random censoring

DOI10.2307/3315576MaRDI QIDQ4018595zbMATH OpenOpenAlexFDO

Authors John H. J. Einmahl, Alex J. Koning

Publication date 16 January 1993

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://research.tilburguniversity.edu/en/publications/ab26769f-cec3-4b07-9e8a-97be6e94ce15

zbMATH Keywords

Wiener processeslimit theoremsrandom censoringfunctional LILweighted processesGlivenko-Cantelli type theorems

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 3471345 (Why is no real title available?)
• scientific article; zbMATH DE number 512393 (Why is no real title available?)
• A functional law of the iterated logarithm for weighted empirical distributions
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Confidence bands for the quantile function under random censoring
• Estimation of total time on test transforms and lorenz curves under random censorship
• Large sample behaviour of the product-limit estimator on the whole line
• Nonparametric Estimation from Incomplete Observations
• Some properties of bivariate empirical hazard processes under random censoring
• Strong uniform consistency for nonparametric survival curve estimators from randomly censored data

Cited in

(6)

• Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
• Confidence bands for the quantile function under random censoring
• Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
• Strong limit theorems for osciallation moduli of PL-process and cumulative hazard process under truncation and censorship with applications
• Fatou's Theorem for censored stable processes.
• KMT‐type inequalities and goodness‐of‐fit tests

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