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The rate of strong uniform consistency for the multivariate product-limit estimator

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  • Horváth, Lajos

Abstract

The general asymptotic order of magnitude is determined for the maximal deviation of the multivariate product-limit estimate from the estimated survival function on Rk. This order depends on the joint behavior of the censoring and censored distributions in a well-defined way. Corresponding to specific joint behaviors, several lim sup results are deduced generalizing everything that is known in the univariate case. The results are also extended for the variable censoring model.

Suggested Citation

  • Horváth, Lajos, 1983. "The rate of strong uniform consistency for the multivariate product-limit estimator," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 202-209, March.
  • Handle: RePEc:eee:jmvana:v:13:y:1983:i:1:p:202-209
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    Cited by:

    1. Chen, Songnian, 2019. "Quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 209(1), pages 1-17.
    2. Honore, Bo & Khan, Shakeeb & Powell, James L., 2002. "Quantile regression under random censoring," Journal of Econometrics, Elsevier, vol. 109(1), pages 67-105, July.
    3. Yang, Hanfang & Zhao, Yichuan, 2012. "Smoothed empirical likelihood for ROC curves with censored data," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 254-263.

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