Strong consistency under the Koziol--Green model
In the Koziol--Green proportional hazards model one assumes that the lifetime distribution F and the censoring distribution G satisfy 1 -- G = (1 -- F)[beta]. Let Fn denote the nonparametric MLE of F. We show that for any integrable function \gf, [integral operator]\gf dFn --> [integral operator]\gf dF w.p. 1. This result may be applied to yield consistency of many estimators. In a small sample simulation study it is demonstrated that [integral operator]\gf dFn outperforms [integral operator]\gf dn, where n is the Kaplan--Meier estimate of F.
Year of publication: |
1992
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Authors: | Stute, Winfried |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 4, p. 313-320
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Publisher: |
Elsevier |
Keywords: | Koziol-Green proportional hazards model random censorship nonparametric MLE consistency |
Saved in:
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