Let F_n be the Kaplan-Meier estimator of distribution function F. Let J(·) be a measureable real-valued function. In this paper, a U-statistic representation for the Kaplan-Meier L-estimator, T(F_n)=∫xJ( _n(x))d...Let F_n be the Kaplan-Meier estimator of distribution function F. Let J(·) be a measureable real-valued function. In this paper, a U-statistic representation for the Kaplan-Meier L-estimator, T(F_n)=∫xJ( _n(x))d _n(x), is derived. Furthermore the representation is also used to establish a Berry-Essen inequality for T( _n).展开更多
基金Research supported by the National Natural Science Foundation of Chinaa CRCG grant of the University of Hong Kong
文摘Let F_n be the Kaplan-Meier estimator of distribution function F. Let J(·) be a measureable real-valued function. In this paper, a U-statistic representation for the Kaplan-Meier L-estimator, T(F_n)=∫xJ( _n(x))d _n(x), is derived. Furthermore the representation is also used to establish a Berry-Essen inequality for T( _n).
