Asymptotic distribution of the Kaplan-Meier U-statistics

[摘要] Consider the Kaplan-Meier estimate of the distribution function for right randomly censored data. We show that a U-statistic defined via this estimate is asymptotically normal. Under a condition of degeneracy, different from the degeneracy condition in uncensored models, it has an asymptotic nonnormal distribution. (C) 2002 Elsevier Science (USA).

[发布日期] 2002-10-01

[关键词] random censoring;Kaplan-Meier integral;U-statistics;central limit theorem;law of iterated logarithm;degenerate U-statistics;double Wiener integral