Let ,~-= {Fo} denote a parametric family of lifetime distributions on the real line. For a given sample of possibly censored data from an unknown distribution function F, we consider the Kaplan-Meier process with estimated parameters. It constitutes the basic tool for checking the hypothesis "F C ~-
Multivariate Hazard Rates under Random Censorship
β Scribed by Jean-David Fermanian
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 547 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
β¦ Synopsis
The data consists of multivariate failure times under right random censorship. By the kernel smoothing technique, convolutions of cumulative multivariate hazard functions suggest estimators of the so-called multivariate hazard functions. We establish strong i.i.d. representations and uniform bounds of the remainder terms on some compact sets of the underlying space. Thus asymptotic normality and uniform consistency on such sets are obtained. The asymptotic mean squared error gives an optimal bandwidth by the plug-in method. Simulations assess the performance of our estimators.
π SIMILAR VOLUMES
We use U-statistic-type processes to detect a possible change in the distribution of the observations under random censorship. We obtain weighted approximations for the U-statistic-type processes in case of symmetric as well as antisyrnmetric kernels. Several limit theorems are derived under the 'no