Asymptotic Distribution of the Kaplan-Meier U-Statistics

Consider the Kaplan-Meier estimate of the distribution function for right randomly censored data. We show that a U-statistic defined via this estimate is asymptotically normal. Under a condition of degeneracy, different from the degeneracy condition in uncensored models, it has an asymptotic nonnormal distribution.

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Year of publication:	2002
Authors:	Bose, Arup ; Sen, Arusharka
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 83.2002, 1, p. 84-123
Publisher:	Elsevier
Keywords:	random censoring Kaplan-Meier integral U-statistics central limit theorem law of iterated logarithm degenerate U-statistics double Wiener integral

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221349