On the strong limiting behavior of local functionals of empirical processes based upon censored data

J.H.J. Einmahl, P. Deheuvels

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    7 Citations (Scopus)
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    Abstract

    We prove functional laws of the iterated logarithm for empirical processes based upon censored data in the neighborhood of a fixed point. We apply these results to obtain strong laws for estimators of local functionals of the lifetime distribution. In particular, we describe the pointwise strong limiting behavior of the kernel density estimator based upon the Kaplan-Meier product-limit estimator.
    Original languageEnglish
    Pages (from-to)504-525
    Number of pages22
    JournalThe Annals of Probability
    Volume24
    Issue number1
    DOIs
    Publication statusPublished - 1996

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