The Bahadur Representation of the TTT-Transform
Stefan Kurz and
Winfried Stute
Communications in Statistics - Theory and Methods, 2009, vol. 38, issue 16-17, 3183-3189
Abstract:
The empirical TTT-transform is a popular tool to study distributions and data in reliability and survival analysis. The associated standardized process is known to have a Gaussian limit as sample size increases. In the present article, we derive a Bahadur representation for this process which sheds new light on its internal structure.
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:38:y:2009:i:16-17:p:3183-3189
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DOI: 10.1080/03610920902947634
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