The law of the iterated logarithm of the Kaplan-Meier integral and its application
The authors establish a law of the iterated logarithm for so-called Kaplan-Meier integrals of empirical distributions under additional random censorship assumptions. As an application, a law of the iterated logarithm for weighted least square estimates of randomly censored linear regression models is presented.
scientific article; zbMATH DE number 2109888