APPROXIMATION OF THE BASIC MARTINGALE

• 成果类型: Article
• 署名作者: KONING, AJ
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176325485
• 发表日期: 1994
• 页码: 565-579
• 关键词: of-fit tests; survival-data; statistics

摘要

Probability inequalities governing the approximation of the basic martingale, the rescaled difference between a counting process and its compensator, are derived. Applications to the random censoring model and to the field of goodness-of-fit tests are given. The inequalities are compared to inequalities derived earlier for the random censoring model using an empirical process approach.