首页 | 本学科首页   官方微博 | 高级检索  
     

竞争风险场合PL型估计的渐近正态性
引用本文:刘萍,陈平. 竞争风险场合PL型估计的渐近正态性[J]. 东南大学学报(自然科学版), 2001, 31(6): 108-112
作者姓名:刘萍  陈平
作者单位:1. 南京航空航天大学数学系,南京,210016
2. 东南大学应用数学系,南京,210096
摘    要:为了在竞争风险场合考虑生存函数(或分布函数)的估计问题,本文构造了竞争风险场合分布函数的乘积极限(PL)型估计。运用经验过程的逼近理论及Taylor展开方法,给出了估计在全直线上的弱一致收敛速度,并证明了估计的渐近正态性。

关 键 词:竞争风险 乘积极限估计 一致收敛 渐近正态性 PL型估计
文章编号:1001-0505(2001)06-0108-05

Asymptotic Normality of PL-Type Estimator under Competing Risk Case
Liu Ping Chen Ping. Asymptotic Normality of PL-Type Estimator under Competing Risk Case[J]. Journal of Southeast University(Natural Science Edition), 2001, 31(6): 108-112
Authors:Liu Ping Chen Ping
Affiliation:Liu Ping 1 Chen Ping 2
Abstract:In order to consider the estimator of survival function (or distribution function) under the competing risk case, the product limit estimator of a distribution function under competing risk case is introduced. The rate of weak uniform convergence of the PL type estimator over the whole line is given and asymptotic normality of the estimator is proved by the approximation of empirical process and Taylor expansion.
Keywords:non parametric statistics  competing risk  product limit estimator  uniform convergence  asymptotic normality
本文献已被 CNKI 维普 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号