Approximation of the Basic Martingale
Koning, Alex J.
Ann. Statist., Tome 22 (1994) no. 1, p. 565-579 / Harvested from Project Euclid
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Probability inequalities governing the approximation of the basic martingale, the rescaled difference between a counting process and its compensator, are derived. Applications to the random censoring model and to the field of goodness-of-fit tests are given. The inequalities are compared to inequalities derived earlier for the random censoring model using an empirical process approach.
Publié le : 1994-06-14
Classification:  Counting process,  random time change,  approximation,  random censoring,  goodness-of-fit,  60G55,  62G10,  60F15 
@article{1176325485,
     author = {Koning, Alex J.},
     title = {Approximation of the Basic Martingale},
     journal = {Ann. Statist.},
     volume = {22},
     number = {1},
     year = {1994},
     pages = { 565-579},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176325485}
}

Koning, Alex J. Approximation of the Basic Martingale. Ann. Statist., Tome 22 (1994) no. 1, pp.  565-579. http://gdmltest.u-ga.fr/item/1176325485/