A Berry-Essen Inequality for the Kaplan-Meier L-Estimator

Authors
Wang, Qi, Hua Zhu, Li, Xing
Citation
Wang, Qi, Hua et Zhu, Li, Xing, A Berry-Essen Inequality for the Kaplan-Meier L-Estimator, Acta mathematica Sinica. English series (Print) , 17(1), 2000, pp. 169-180
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
17
Issue
1
Year of publication
2000
Pages
169 - 180
Database
ACNP
SICI code
Abstract
Let F^n be the Kaplan-Meier estimator of distribution function F. Let J() be a measurable real-valued function. In this paper, a U-statistic representation for the Kaplan-Meier L-estimator, T(F^n)=xJ(F^n(x))dF^n(x), is derived. Furthermore, the representation is also used to establish a Berry-Essen inequality for T(F^n).