Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap
AbstractWe consider estimation of the bivariate survival function F(s,t) under bivariate random right censoring. It is shown that the bivariate product integral estimator can be written as , where is a sum of mean zero iid processes and is a remainder term of order O((n-1logn)1/2 (n-1log logn)1/8) a.s. Using this representation we establish weak convergence of as well as the law of iterated logarithm. Similar results are obtained for the bootstrap version of .
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 29 (1989)
Issue (Month): 2 (May)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Wang, Qi-Hua, 2000. "Moment and probability inequalities for the bivariate product-limit estimator," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 1-12, January.
- Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying, 2008. "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Cowles Foundation Discussion Papers 1683, Cowles Foundation for Research in Economics, Yale University.
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