Functional laws of the iterated logarithm for the product-limit estimator of a distribution function under random censorship or truncation
DOI10.1214/AOP/1176990943zbMATH Open0705.62040OpenAlexW2058952802MaRDI QIDQ918079FDOQ918079
Authors: Minggao Gu, Tze Leung Lai 
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990943
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reproducing kernel Hilbert spacetruncated dataproduct-limit estimatorKaplan-Meier estimatormaximum likelihood estimatorsstrong approximationsempirical process theoryuniform normcontinuous distributioncensored independent random variablescompact LILfunctional laws of iterated logarithmGlivenko-Cantelli like convergencemartingale functional central limit theoremsmartingale representationsregularisationsspace of right continuous functionsstochastic integral representations
Nonparametric estimation (62G05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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- The strong law under a semiparametric model for truncated and censored data
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- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
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- Testing additivity in nonparametric regression under random censorship
- A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
- Survival analysis for the missing censoring indicator model using kernel density estimation techniques
- Strong and weak representations of cumulative hazard function and Kaplan- Meier estimators on increasing sets
- Sequential confidence bands for quantile densities under truncated and censored data
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- Asymptotic properties of wavelet estimators in a semiparametric regression model with censored data
- Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data
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