Distributional convergence under proportional censorship when covariables are present
type: Item
instance of: scholarly article
title: Distributional convergence under proportional censorship when covariables are present
zbMATH Open document ID: 0920.62119
DOI: 10.1016/S0167-7152(98)00069-8
author: Jacobo de Uña-Alvarez
author: Wenceslao González-Manteiga
published in: Statistics \& Probability Letters
publication date: 1999-03-02T00:00:00Z
review text: When dealing with life time data censored observations may appear. In this situation efficient estimation of the survival function is given by the Kaplan-Meier product-limit estimator. An additional condition that lead the authors to the Koziol-Green model is used. The asymptotic normality for a generalized ACL (Abdushukurov-Cheng-Lin) estimator [see \textit{P. E. Cheng} and \textit{G. D. Lin}, ibid. 5, 75-80 (1987; Zbl 0629.62096)] is proved. A relation which motivates the ACL estimator is given, as well as an explicit expression for the ACL weights. This estimator has been extensively analyzed in the literature. A condition is commented and used to obtain consistent and asymptotically normal estimation under random censorship. A multivariate central limit theorem for ACL-weighted sums under an extended Koziol-Green model of proportional censorship when covariables are present is given. At the end of the paper, we find comments on some applications of the main result.
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1228690
zbMATH Keywords: survival function
zbMATH Keywords: Koziol-Green model
zbMATH Keywords: ACL estimator
zbMATH Keywords: random censorship
zbMATH Keywords: multivariate central limit theorem
reviewed by: T. Postelnicu
MaRDI profile type: Publication
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full work available at URL: s0167-7152(98)00069-8
OpenAlex ID: W2087462496
description: scientific article; zbMATH DE number 1228690