On the strong limiting behavior of local functionals of empirical processes based upon censored data

• 成果类型: Article
• 署名作者: Deheuvels, P; Einmahl, JHJ
• 署名单位: Eindhoven University of Technology
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1996
• 页码: 504-525
• 关键词: iterated logarithm; strong approximations; hazard rate; estimator; density; LAWS

摘要

We prove functional laws of the iterated logarithm for empirical processes based upon censored data in the neighborhood of a fixed point. We apply these results to obtain strong laws for estimators of local functionals of the lifetime distribution. In particular, we describe the pointwise strong limiting behavior of the kernel density estimator based upon the Kaplan-Meier product-limit estimator.