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The uniform central limit theorem for the Kaplan-Meier integral process

Published online by Cambridge University Press:  17 April 2009

Jongsig Bae  and
Sungyeun Kim
Jongsig Bae
Affiliation:
Department of Mathematics and Institute of Basic Science, SungKyunKwan University, Suwon 440–746, Korea, e-mail: [email protected], [email protected]
Sungyeun Kim
Affiliation:
Department of Mathematics and Institute of Basic Science, SungKyunKwan University, Suwon 440–746, Korea, e-mail: [email protected], [email protected]
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Abstract

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Let be the Kaplan-Meier integral process constructed from the random censorship model. We prove a uniform central limit theorem for {Un} under the bracketing entropy condition and mild conditions due to the censoring effects. We also prove a sequential version of the uniform central limit theorem that will give a functional law of the iterated logarithm of Strassen type.

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 67 , Issue 3 , June 2003 , pp. 467 - 480
Copyright
Copyright © Australian Mathematical Society 2003

References

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