Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap

Dorota M. Dabrowska

Journal of Multivariate Analysis, 1989, vol. 29, issue 2, 308-325

Abstract: We consider estimation of the bivariate survival function F(s,t) under bivariate random right censoring. It is shown that the bivariate product integral estimator can be written as , where is a sum of mean zero iid processes and is a remainder term of order O((n-1logn)1/2 (n-1log logn)1/8) a.s. Using this representation we establish weak convergence of as well as the law of iterated logarithm. Similar results are obtained for the bootstrap version of .

Keywords: bivariate; censored; data; bivariate; product; integral; estimate (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (12)

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