Asymptotic Properties of Generalized Multivariate Rank Statistics

被引：0
|
作者：
Christoph, Gerd [2 ]
Malov, Sergey V. [1 ,3 ]
机构：
[1] St Petersburg Electrotech Univ, Dept Math, St Petersburg 197376, Russia
[2] Univ Magdeburg, Fac Math, D-39106 Magdeburg, Germany
[3] St Petersburg State Univ, Fac Biol & Soil Sci, Lab Bioinformat, St Petersburg, Russia
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2012年 / 41卷 / 12期
关键词：
Independent censoring; Kaplan-Meier estimator; Linear rank statistics; Multivariate rank statistics; Right-censored data; NONPARAMETRIC TESTS; ORDER-STATISTICS; INDEPENDENCE; DISTRIBUTIONS; ESTIMATORS; NORMALITY;
D O I：
10.1080/03610926.2011.558662
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This article discusses generalization of the well-known multivariate rank statistics under right-censored data case. Empirical process representation used to get the generalization. The marginal distribution functions are estimated by Kaplan-Meier estimators. Sufficient conditions for asymptotic normality of the generalized multivariate rank statistics under independently right censored data are specified. Several auxiliary results on sup-norm convergence of Kaplan-Meier estimators in randomly exhausting regions are given too.
引用
收藏
页码：2133 / 2159
页数：27
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