Journal of Siberian Federal University. Mathematics & Physics / On Estimation of Conditional Distribution Function under Dependent Random Right Censored Data

Full text (.pdf)
Issue
Journal of Siberian Federal University. Mathematics & Physics. 2014 7 (4)
Authors
Abdushukurov, Abdurahim A.; Muradov, Rustamjon S.
Contact information
Abdushukurov, Abdurahim A.:Dpt. Probability Theory and Mathematical Statistics National University of Uzbekistan VUZ Gorodok, Tashkent, 100174 Uzbekistan;a ; Muradov, Rustamjon S.:Institute of Mathematics National University of Uzbekistan VUZ Gorodok, Tashkent, 100174 Uzbekistan;r
Keywords
fixed design; right censoring; copulas; asymptotic representation; weak convergence; Gaussian process
Abstract

In this article we study simple integral-type estimator of distribution function under random right censored observations at fixed covariate values, where the dependence between a life time and a censoring variable may expressed by a given Archimedean copula. We prove an almost sure asymptotic representation which provides a key tool for obtaining weak convergence result for estimator

Pages
409–416
Paper at repository of SibFU
https://elib.sfu-kras.ru/handle/2311/16489