A Pointwise Almost Sure Bahadur-Kiefer-Type Representation for the Product Limit Estimator
D. Pierrelotiviaud
Journal of Multivariate Analysis, 1993, vol. 45, issue 1, 1-8
Abstract:
In the random censorship from the right model, we prove a strong approximation result for the Bahadur-Kiefer-type process based on the product limit estimator. We derive from this strong approximation the pointwise rate of consistency of the corresponding Bahadur-Kiefer-type statistic.
Date: 1993
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