Limit theorems for a general weighted process under random censoring
作者:
John H.J. Einmahl,
Alex J. Koning,
期刊:
Canadian Journal of Statistics
(WILEY Available online 1992)
卷期:
Volume 20,
issue 1
页码: 77-89
ISSN:0319-5724
年代: 1992
DOI:10.2307/3315576
出版商: Wiley‐Blackwell
关键词: Key words and phrases;Limit theorems;random censoring;weighted processes
数据来源: WILEY
摘要:
AbstractNecessary and sufficient conditions for weak and strong convergence are derived for the weighted version of a general process under random censoring. To be more explicit, this means that for this process complete analogues are obtained of the Chibisov‐O'Reilly theorem, the Lai‐Wellner Glivenko‐Cantelli theorem, and the James law of the iterated logarithm for the empirical process. The process contains as special cases the so‐called basic martingale, the empirical cumulative hazard process, and the product‐limit process. As a tool we derive a Kiefer‐process‐type approximation of our process, which may be of indepen
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