A note on the asymptotic variance of survival function in the semi-Markov model

Hina M. Malani, William J. Redfearn and Jens Perch Nielsen

Statistics & Probability Letters, 1993, vol. 18, issue 1, 19-25

Abstract: This paper describes the derivation of the exact variance of a nonparametric estimate function in the semi-Markov model there is no censoring. Asymptotic variance of the same estimate is obtained in the presence of censoring, using two different approaches. The two asymptotic formulae agree with the exact variance up terms of the order 1/n, when there is no censoring.

Date: 1993
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