Limit theorems for a general weighted process under random censoring

DOI10.2307/3315576zbMATH Open0758.60031OpenAlexW2130542868MaRDI QIDQ4018595FDOQ4018595

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

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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)

Cites Work

• Nonparametric Estimation from Incomplete Observations
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Large sample behaviour of the product-limit estimator on the whole line
• Strong uniform consistency for nonparametric survival curve estimators from randomly censored data
• Title not available (Why is that?)
• Confidence bands for the quantile function under random censoring
• Estimation of total time on test transforms and lorenz curves under random censorship
• Title not available (Why is that?)
• A functional law of the iterated logarithm for weighted empirical distributions
• Some properties of bivariate empirical hazard processes under random censoring

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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