The estimation of the treatment effect in the two-sample problem with right censoring is of interest in survival analysis. In this article we consider both the location shift model and the scale change model. We establish the large-sample properties of a generalized Hodges-Lehmann type estimator. The strong consistency is established under the minimal possible conditions. The asymptotic normality is also obtained without imposing any conditions on the censoring mechanisms. As a by-product, we also establish a result for the oscillation behavior of the Kaplan-Meier process, which extends the Bahadur result for the empirical process to the censored case.
Publié le : 1991-12-14
Classification:
Treatment effect,
censoring,
two-sample problem,
Kaplan-Meier estimators,
Hodges-Lehmann estimators,
oscillation of the Kaplan-Meier process,
62G05,
62E20
@article{1176348371,
author = {Meng, Xiao-Li and Bassiakos, Yiannis and Lo, Shaw-Hwa},
title = {Large-Sample Properties for a General Estimator of the Treatment Effect in the Two-Sample Problem with Right Censoring},
journal = {Ann. Statist.},
volume = {19},
number = {1},
year = {1991},
pages = { 1786-1812},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348371}
}
Meng, Xiao-Li; Bassiakos, Yiannis; Lo, Shaw-Hwa. Large-Sample Properties for a General Estimator of the Treatment Effect in the Two-Sample Problem with Right Censoring. Ann. Statist., Tome 19 (1991) no. 1, pp. 1786-1812. http://gdmltest.u-ga.fr/item/1176348371/