Functional central limit theorems for the Nelson–Aalen and Kaplan–Meier estimators for dependent stationary data
(2017) In Statistics and Probability Letters 124. p.83-91- Abstract
We derive process limit distribution results for the Nelson–Aalen estimator of a hazard function and for the Kaplan–Meier estimator of a distribution function, under different dependence assumptions. The data are assumed to be right censored observations of a stationary time series. We treat weakly dependent as well as long range dependent data, and allow for qualitative differences in the dependence for the censoring times versus the time of interest.
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https://lup.lub.lu.se/record/f6b3042d-b3fd-4fd6-97d7-56bd0fd77560
- author
- Anevski, Dragi LU
- organization
- publishing date
- 2017-05-01
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Functional central limit theorem, Kaplan–Meier estimator, Limit distribution, Nelson–Aalen estimator, Stationary process, Survival analysis
- in
- Statistics and Probability Letters
- volume
- 124
- pages
- 9 pages
- publisher
- Elsevier
- external identifiers
-
- wos:000395210700013
- scopus:85010749593
- ISSN
- 0167-7152
- DOI
- 10.1016/j.spl.2017.01.005
- language
- English
- LU publication?
- yes
- id
- f6b3042d-b3fd-4fd6-97d7-56bd0fd77560
- date added to LUP
- 2017-02-14 08:28:13
- date last changed
- 2024-03-17 07:44:43
@article{f6b3042d-b3fd-4fd6-97d7-56bd0fd77560, abstract = {{<p>We derive process limit distribution results for the Nelson–Aalen estimator of a hazard function and for the Kaplan–Meier estimator of a distribution function, under different dependence assumptions. The data are assumed to be right censored observations of a stationary time series. We treat weakly dependent as well as long range dependent data, and allow for qualitative differences in the dependence for the censoring times versus the time of interest.</p>}}, author = {{Anevski, Dragi}}, issn = {{0167-7152}}, keywords = {{Functional central limit theorem; Kaplan–Meier estimator; Limit distribution; Nelson–Aalen estimator; Stationary process; Survival analysis}}, language = {{eng}}, month = {{05}}, pages = {{83--91}}, publisher = {{Elsevier}}, series = {{Statistics and Probability Letters}}, title = {{Functional central limit theorems for the Nelson–Aalen and Kaplan–Meier estimators for dependent stationary data}}, url = {{http://dx.doi.org/10.1016/j.spl.2017.01.005}}, doi = {{10.1016/j.spl.2017.01.005}}, volume = {{124}}, year = {{2017}}, }