Strong consistency of the jackknife estimate of variance and covariance for Koziol-Green integrals

Authors
de Una-Alvarez, J
Citation
J. De Una-alvarez, Strong consistency of the jackknife estimate of variance and covariance for Koziol-Green integrals, STATISTICS, 34(4), 2000, pp. 301-352
Citations number
22
Categorie Soggetti
Mathematics
Journal title
STATISTICS
ISSN journal
02331888 → ACNP
Volume
34
Issue
4
Year of publication
2000
Pages
301 - 352
Database
ISI
SICI code
0233-1888(2000)34:4<301:SCOTJE>2.0.ZU;2-4
Abstract
In this paper we establish almost sure consistency of the jackknife estimat e of variance and covariance for Koziol-Green integrals. These are asymptot ically Gaussian estimates of the form integral phi d (F) over bar(n),where we put (F) over tilde(n) for the MLE of the distribution function under the Koziol-Green proportional censorship model. Confidence sets for functions of general integrals integral phi dF may be constructed from our results.