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Uniform strong convergence results for the conditional Kaplan-Meier estimator and its quantiles

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Van Keilegom, Ingrid [UCL] Veraverbeke, Noël

We consider a fixed design model in which the responses are possibly right censored. The aim of this paper is to establish some important almost sure convergence properties of the Kaplan-Meier type estimator for the lifetime distribution at a given covariate value. We also consider the corresponding quantile estimator and obtain a modulus of continuity result. Our rates of uniform strong convergence are obtained via exponential probability bounds.

Document type Article de périodique (Journal article) – Article de recherche
Publication date 1996
Language Anglais
Journal information "Communications in Statistics: Theory and Methods" - Vol. 25, no.10, p. 2251-2265 (1996)
Peer reviewed yes
Publisher Taylor & Francis Inc. ((United States) Philadelphia)
issn 0361-0926
e-issn 1532-415X
Publication status Publié
Affiliations UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
Limburgs Universitair Centrum
Keywords exponential bound ; fixed design ; kernel estimator ; modulus of continuity ; nonparametric regression ; right censoring
Links
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Bibliographic reference Van Keilegom, Ingrid ; Veraverbeke, Noël. Uniform strong convergence results for the conditional Kaplan-Meier estimator and its quantiles. In: Communications in Statistics: Theory and Methods, Vol. 25, no.10, p. 2251-2265 (1996)
Permanent URL http://hdl.handle.net/2078.1/162311