| LOCAL ASYMPTOTIC PROPERTIES OF HAZARD RATE ESTIMATORS FOR TRUNCATED AND CENSORED DATA |
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| 作者姓名： | SUN Liuquan WU Guofu WEI Xianhua |
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| 作者单位： | Institute of Applied Mathematics，Academy of Mathematics and Systems Science，Chinese Academy of Sciences，Beijing 100080，China |
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| 基金项目： | This research is supported by the National Natural Science Foundation of China. |
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| 摘 要： | 1 IntroductionLet (X, T, Y) denote random variables where X is the variab1e of interest, called the lifetimevariab1e, with distribution function (d.f.) F; T is the random 1eft truncation time with arbitraryd.f G and Y is the random right censoring time with arbitrary d.f. H. It is assumed that Xis independent Of (T, Y), bnt T and Y may be dePendent and, Without 1oss of generality thatthey are nonnegative. In the random 1eft truncation and right censoring (LTRC) model oneobserves (Z, T…
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LOCAL ASYMPTOTIC PROPERTIES OF HAZARD RATE ESTIMATORS FOR TRUNCATED AND CENSORED DATA |
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| SUN Liuquan,WU Guofu,WEI Xianhua.LOCAL ASYMPTOTIC PROPERTIES OF HAZARD RATE ESTIMATORS FOR TRUNCATED AND CENSORED DATA[J].Journal of Systems Science and Complexity,2001(4). |
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| Authors: | SUN Liuquan WU Guofu WEI Xianhua |
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| Abstract: | Functional laws of the iterated logarithm are obtained for cumulative hazard processes in the neighborhood of a fixed point when the data are subject to left truncation and right censorship. On the basis of these results the exact rates of pointwise almost sure convergence for various types of kernel hazard rate estimators are derived. |
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| Keywords: | Truncated and censored data hazard rate kernel estimation nearest neighbor estimation law of the iterated logarithm |
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