• Title, Summary, Keyword: Kaplan-Meier integral process

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  • Bae, Jong-Sig;Kim, Sung-Yeun
    • Bulletin of the Korean Mathematical Society
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    • v.40 no.2
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    • pp.269-279
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    • 2003
  • We prove an empirical LIL for the Kaplan-Meier integral process constructed from the random censorship model under bracketing entropy and mild assumptions due to censoring effects. The main method in deriving the empirical LIL is to use a weak convergence result of the sequential Kaplan-Meier integral process whose proofs appear in Bae and Kim [2]. Using the result of weak convergence, we translate the problem of the Kaplan Meier integral process into that of a Gaussian process. Finally we derive the result using an empirical LIL for the Gaussian process of Pisier [6] via a method adapted from Ossiander [5]. The result of this paper extends the empirical LIL for IID random variables to that of a random censorship model.

An Empirical Central Limit Theorem for the Kaplan-Meier Integral Process on [0,$\infty$)

  • Bae, Jong-Sig
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.231-243
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    • 1997
  • In this paper we investigate weak convergence of the intergral processes whose index set is the non-compact infinite time interval. Our first goal is to develop the empirical central limit theorem as random elements of [0, .infty.) for an integral process which is constructed from iid variables. In developing the weak convergence as random elements of D[0, .infty.), we will use a result of Ossiander(4) whose proof heavily depends on the total boundedness of the index set. Our next goal is to establish the empirical central limit theorem for the Kaplan-Meier integral process as random elements of D[0, .infty.). In achieving the the goal, we will use the above iid result, a representation of State(6) on the Kaplan-Meier integral, and a lemma on the uniform order of convergence. The first result, in some sense, generalizes the result of empirical central limit therem of Pollard(5) where the process is regarded as random elements of D[-.infty., .infty.] and the sample paths of limiting Gaussian process may jump. The second result generalizes the first result to random censorship model. The later also generalizes one dimensional central limit theorem of Stute(6) to a process version. These results may be used in the nonparametric statistical inference.

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