Asymptotic properties of Kaplan-Meier estimator for censored dependent data
In some long term studies, a series of dependent and possibly censored failure times may be observed. Suppose that the failure times have a common marginal distribution function, and inferences about it are of interest to us. The main result of this paper is that, under certain regularity conditions, the Kaplan-Meier estimator can be expressed as the mean of random variables, with a remainder of some order. In addition, the asymptotic normality of the Kaplan-Meier estimator is derived.
Year of publication: |
1998
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Authors: | Cai, Zongwu |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 4, p. 381-389
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Publisher: |
Elsevier |
Keywords: | [alpha]-mixing Censored dependent data Kaplan-Meier estimator Strong representation Asymptotic normality |
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