Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data

Autor:	Anevski, Dragi
Rok vydání:	2016
Předmět:	Mathematics - Statistics Theory 62NXX 62MXX 62FXX 62G20
Druh dokumentu:	Working Paper
Popis:	We derive process limit distribution results for the Nelson-Aalen estimator of a hasard function and for the Kaplan-Meier estimator of a distribution function, under different dependence assumptions. The data are assumed to be right censored observations of a stationary time series. We treat weakly dependent as well as long range dependent data, and allow for qualitative differences in the dependence for the censoring times versus the time of interest Comment: 13 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1609.01067 Zobrazit plný text záznamu View this record from Arxiv