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Consistent estimation of covariation under nonsynchronicity

✍ Scribed by Takaki Hayashi; Shigeo Kusuoka


Book ID
106530695
Publisher
Springer Netherlands
Year
2007
Tongue
English
Weight
201 KB
Volume
11
Category
Article
ISSN
1387-0874

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Strong consistency under proportional ce
✍ Jacobo de UΓ±a-Álvarez; Wenceslao GonzΓ‘lez-Manteiga πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 107 KB

Let (X; Y ) be the variable of interest, where Y is the possibly right-censored lifetime and X is a p-dimensional covariate. We introduce a generalized ACL (Abdushukurov, Cheng, Lin) estimator FXY of FXY (x; y) = P(X 6x; Y 6y) and we prove ' d FXY β†’ ' dFXY a.s. for any integrable function ' under an