A Dvoretzky-Kiefer-Wolfowitz type inequality for the Kaplan-Meier estimator

被引：40

作者：

Bitouzé, D

Laurent, B

Massart, P

机构：

[1] Univ Littoral Cote Opale, LMPA Joseph Liouville, Ctr Univ Mivoix, F-62228 Calais, France

[2] Univ Paris 11, F-91405 Orsay, France

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 1999年 / 35卷 / 06期

关键词：

Kaplan-Meier estimator; censored data; exponential inequality; law of iterated logarithm; empirical process;

D O I：

10.1016/S0246-0203(99)00112-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove a new exponential inequality for the Kaplan-Meier estimator of a distribution function in a right censored data model. This inequality is of the same type as the Dvoretzky-Kiefer-Wolfowitz inequality for the empirical distribution function in the non-censored case. Our approach is based on Duhamel equation which allows to use empirical process theory. (C) Elsevier, Paris.

引用

页码：735 / 763

页数：29

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