Empirical Processes Associated with $V$-Statistics and a Class of Estimators Under Random Censoring
Akritas, Michael G.
Ann. Statist., Tome 14 (1986) no. 2, p. 619-637 / Harvested from Project Euclid
A class of empirical processes associated with $V$-statistics ($V$-empirical process) under random censoring, and a class of nonparametric estimators based on the corresponding quantile process are defined. The $V$-empirical process is the censored data analogue of the $U$-empirical process considered by Silverman (1976, 1983). The class of estimators is the analogue of the class of generalized $L$-statistics introduced by Serfling (1984) and it includes the results of Sander (1975). The weak convergence of the $V$-empirical process and the corresponding quantile process is obtained and, through that, the asymptotic behavior of the estimators is studied. Linear bounds for the Kaplan-Meier estimator near the origin are established. A number of examples are given, including the generalization of the Hodges-Lehmann estimator for estimating the treatment effect in the two-sample problem under random censoring. A measure of spread, a procedure for estimation in the two-way ANOVA model, and a modified version of the two-sample Hodges-Lehmann estimator, all of which are new even in the uncensored case, are proposed.
Publié le : 1986-06-14
Classification:  $V$-statistics,  empirical processes,  random censoring,  $L$-statistics,  Kaplan-Meier estimator,  Hodges-Lehmann estimator,  62G05,  62G30,  62E20
@article{1176349942,
     author = {Akritas, Michael G.},
     title = {Empirical Processes Associated with $V$-Statistics and a Class of Estimators Under Random Censoring},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 619-637},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349942}
}
Akritas, Michael G. Empirical Processes Associated with $V$-Statistics and a Class of Estimators Under Random Censoring. Ann. Statist., Tome 14 (1986) no. 2, pp.  619-637. http://gdmltest.u-ga.fr/item/1176349942/