节点文献
关于KAPLAN-MEIER 估计的二阶 EDGEWORTH 展开
EDGEWORTH EXPANSION FOR THE KAPLAN-MEIER ESTIMATOR OF DEGREE TWO
【摘要】 定义F=min(t> 0,F(t)= 1};设 t< F为固定正实数, n为样本总数, δ2F为F(n)(t)的方差,本文在假设F,G都连续可微的条件下得到如下结果:
【Abstract】 Let F = min{t> 0,F(t) =1}, t < F be fixed, F and G be continuous defferentiable functions, F2 be the variance of F(n)(t). We. show, in this paper, that the Edgeworth expansion of the KM estimator has the form P(δ-1F[[F(t)-F(n)(t)] ≤x) = Φ(x) + Ψn(x) + o(n-1), where φ(x) is the standard normal distribution function, φ is the standard normal density function, and
【关键词】 截断数据;
KAPLAN-MEIER估计;
U-统计量;
EDGEWORTH展开.;
【Key words】 Censored data; Kaplan-Meier estimator; U-statistics; edgeworth expansion.;
【Key words】 Censored data; Kaplan-Meier estimator; U-statistics; edgeworth expansion.;
【基金】 国家自然科学基金;高等学校博士点基金资助项目.
- 【文献出处】 系统科学与数学 ,Journal of Systems Science and Mathematical Sciences , 编辑部邮箱 ,2000年04期
- 【分类号】O212
- 【被引频次】3
- 【下载频次】93