IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v28y1989i2p271-281.html
   My bibliography  Save this article

Some properties of bivariate empirical hazard processes under random censoring

Author

Listed:
  • Ruymgaart, F. H.

Abstract

In Campbell (1982, IMS Lecture Notes--Monograph Series Vol. 2, pp. 243-256, IMS, Hayward, CA) and Campbell and Földes (1982, Proceedings, Internat. Colloq. Nonparametric Statist. Inform., 1980, North-Holland, New York) some asymptotic properties of bivariate empirical hazard processes under random censoring are given. Taking the representation of the empirical hazard process for bivariate randomly censored samples in Campbell, op. cit., as a starting point and restricting attention to strong properties, we obtain a speed of strong convergence for the weighted bivariate empirical hazard processes as well as a speed of strong uniform convergence for bivariate hazard rate estimators. Our approach is based on a local fluctuation inequality for the bivariate hazard process and differs from the martingale methods quite often used in the univariate case.

Suggested Citation

  • Ruymgaart, F. H., 1989. "Some properties of bivariate empirical hazard processes under random censoring," Journal of Multivariate Analysis, Elsevier, vol. 28(2), pages 271-281, February.
    • Handle: RePEc:eee:jmvana:v:28:y:1989:i:2:p:271-281
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(89)90110-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Fermanian, Jean-David, 1997. "Multivariate Hazard Rates under Random Censorship," Journal of Multivariate Analysis, Elsevier, vol. 62(2), pages 273-309, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:28:y:1989:i:2:p:271-281. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.