STRONG REPRESENTATIONS OF THE SURVIVAL FUNCTION ESTIMATOR FOR TRUNCATED AND CENSORED-DATA WITH APPLICATIONS

被引：100

作者：

GIJBELS, I ^{[1
]}

WANG, JL ^{[1
]}

机构：

[1] UNIV CALIF DAVIS,DIV STAT,DAVIS,CA 95616

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1993年 / 47卷 / 02期

关键词：

ASYMPTOTIC NORMALITY; BERNSTEIN INEQUALITY; CUMULATIVE HAZARD FUNCTION; KERNEL DENSITY ESTIMATOR; PRODUCT-LIMIT ESTIMATOR; STRONG IID REPRESENTATION;

D O I：

10.1006/jmva.1993.1080

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：

A strong i.i.d. representation is obtained for the product-limit estimator of the survival function based on left truncated and right censored data. This extends the result of Chao and Lo (1988, Ann. Statist.16, 661-668) for truncated data. An improved rate of the approximation is also obtained on compact sets. Applications include density and hazard rate estimation. The advantage of the improved rate of the approximation is illustrated via kernel density estimation. © 1993 Academic Press, Inc.

引用

页码：210 / 229

页数：20

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