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Strong consistency under the Koziol--Green model

Author

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  • Stute, Winfried

Abstract

In the Koziol--Green proportional hazards model one assumes that the lifetime distribution F and the censoring distribution G satisfy 1 -- G = (1 -- F)[beta]. Let Fn denote the nonparametric MLE of F. We show that for any integrable function \gf, [integral operator]\gf dFn --> [integral operator]\gf dF w.p. 1. This result may be applied to yield consistency of many estimators. In a small sample simulation study it is demonstrated that [integral operator]\gf dFn outperforms [integral operator]\gf dn, where n is the Kaplan--Meier estimate of F.

Suggested Citation

  • Stute, Winfried, 1992. "Strong consistency under the Koziol--Green model," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 313-320, July.
  • Handle: RePEc:eee:stapro:v:14:y:1992:i:4:p:313-320
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    Citations

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    Cited by:

    1. Uña-Álvarez, Jacobo de & González-Manteiga, Wenceslao, 1999. "Strong consistency under proportional censorship when covariables are present," Statistics & Probability Letters, Elsevier, vol. 42(3), pages 283-292, April.
    2. Uttam Bandyopadhyay & Atanu Biswas & Rahul Bhattacharya, 2010. "A covariate‐adjusted adaptive design for two‐stage clinical trials with survival data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(2), pages 202-226, May.
    3. de Uña-Álvarez, Jacobo & González-Manteiga, Wenceslao, 1998. "Distributional convergence under proportional censorship when covariables are present," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 305-315, August.
    4. Kirmani, Syed N. U. A. & Dauxois, Jean-Yves, 2004. "Testing the Koziol-Green model against monotone conditional odds for censoring," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 327-334, February.
    5. Zheng, Gang & Gastwirth, Joseph L., 2001. "On the Fisher information in randomly censored data," Statistics & Probability Letters, Elsevier, vol. 52(4), pages 421-426, May.

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