竞争风险场合PL型估计的渐近正态性

Asymptotic Normality of PL-Type Estimator under Competing Risk Case

为了在竞争风险场合考虑生存函数 (或分布函数 )的估计问题 ,本文构造了竞争风险场合分布函数的乘积极限 (PL)型估计 .运用经验过程的逼近理论及Taylor展开方法 ,给出了估计在全直线上的弱一致收敛速度 ,并证明了估计的渐近正态性 .

In order to consider the estimator of survival function (or distribution function) under the competing risk case, the product limit estimator of a distribution function under competing risk case is introduced. The rate of weak uniform convergence of the PL type estimator over the whole line is given and asymptotic normality of the estimator is proved by the approximation of empirical process and Taylor expansion.