ASYMPTOTIC THEORY OF GENERALIZED ESTIMATING EQUATIONS BASED ON JACK-KNIFE PSEUDO-OBSERVATIONS

A general asymptotic theory of estimates from estimating functions based on jack-knife pseudo-observations is established by requiring that the underlying estimator can be expressed as a smooth functional of the empirical distribution. Using results in p-variation norms, the theory is applied to important estimators from time-to-event analysis, namely the Kaplan.Meier estimator and the Aalen.Johansen estimator in a competing risks model, and the corresponding estimators of restricted mean survival and cause-specific lifetime lost. Under an assumption of completely independent censorings, this allows for estimating parameters in regression models of survival, cumulative incidences, restricted mean survival, and cause-specific lifetime lost. Considering estimators as functionals and applying results in p-variation norms is apparently an excellent way of studying the asymptotics of such estimators.