INEFFICIENT ESTIMATORS OF THE BIVARIATE SURVIVAL FUNCTION FOR 3 MODELS

Citation
Rd. Gill et al., INEFFICIENT ESTIMATORS OF THE BIVARIATE SURVIVAL FUNCTION FOR 3 MODELS, Annales de l'I.H.P. Probabilites et statistiques, 31(3), 1995, pp. 545-597
Citations number
34
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
02460203
Volume
31
Issue
3
Year of publication
1995
Pages
545 - 597
Database
ISI
SICI code
0246-0203(1995)31:3<545:IEOTBS>2.0.ZU;2-C
Abstract
Three explicit estimators-of the bivariate survival functions for thre e types of data are analyzed by proving the analytical and probabilist ic conditions necessary for application of the functional delta-method . It tells us that the estimators converge weakly at root n-rate to a Gaussian process and that for estimation of their asymptotical distrib ution the bootstrap works well. We also prove efficiency of the Dabrow ska and Prentice-Cai estimator for the bivariate censoring model under independence.