Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data

DOI10.1080/03610920903020779zbMath1318.62293arXiv0812.3038OpenAlexW2161372552MaRDI QIDQ3585315

Najmeh Nakhaei Rad, Vahid Fakoor

Publication date: 19 August 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.3038

zbMATH Keywords

law of the iterated logarithmKaplan-Meier estimator\(\alpha\)-mixingstrong Gaussian approximationKiefer processcensored dependent data

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Estimation in survival analysis and censored data (62N02)

Related Items (5)

A kernel nonparametric quantile estimator for right-censored competing risks data ⋮ Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing ⋮ The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data ⋮ Strong uniform consistency of kernel density estimators under a censored dependent model ⋮ Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing

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