Strong consistency under the Koziol--Green model

Winfried Stute

Statistics & Probability Letters, 1992, vol. 14, issue 4, 313-320

Abstract: In the Koziol--Green proportional hazards model one assumes that the lifetime distribution F and the censoring distribution G satisfy 1 -- G = (1 -- F)[beta]. Let Fn denote the nonparametric MLE of F. We show that for any integrable function \gf, [integral operator]\gf dFn --> [integral operator]\gf dF w.p. 1. This result may be applied to yield consistency of many estimators. In a small sample simulation study it is demonstrated that [integral operator]\gf dFn outperforms [integral operator]\gf dn, where n is the Kaplan--Meier estimate of F.

Keywords: Koziol--Green; proportional; hazards; model; random; censorship; nonparametric; MLE; consistency (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (5)

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