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LIMIT THEOREMS FOR INTEGRAL TYPE ESTIMATORS WITH CENSORED DATA
作者姓名:郑祖康
作者单位:Department of Statistics and Operations Research,Fudan University,Shanghai 200433,China
摘    要:1.IntroductionLetXI,X2,',X.beasequenceofnonnegativeindependentrandomvariableswithcommoncontinuousdistributionfunctionF.LetYI,Y2,',YebeanothersequenceofnonnegativeindependentrandomvariableswithcommoncontinuousdistributionfunctionG,alsoindependentof{Xi}.WecanonlyobserveZi=min(Xi,K),6i~I(x.SYi).OnewaytoestimatethedistributionfunctionForthesurvivalfunctionS~1--Ffromthesample(Zi,st)(i=l,2,')n)isthroughtheproductlimitestimatordueto1].ItisdefinedbywhereZ(i)aretheorderstatisticsofZian…

收稿时间:22 February 1994

Limit theorems for integral type estimators with censored data
Zheng Zukang.LIMIT THEOREMS FOR INTEGRAL TYPE ESTIMATORS WITH CENSORED DATA[J].Acta Mathematicae Applicatae Sinica,1998,14(3):245-251.
Authors:Zheng Zukang
Institution:(1) Department of Statistics and Operations Research, Fudan University, 200433 Shanghai, China
Abstract:In survival analysis, the Kaplan-Meter estimator plays a very important role, and its asymptotic properties have been studied by many authors. In recefit years, people find that someimportant statistics can be expressed as the integrals with respect to it. In this paper we shalldiscuss the asymptotic behavior of such integrals. The strong convergence rste shall be givenand the weak convergence result in space D shall be proved.
Keywords:Censored data  Kaplan-Meter estimator
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