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Moment and probability inequalities for the bivariate product-limit estimator

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  • Wang, Qi-Hua

Abstract

Let S(s,t) be a bivariate survival function. Let be the bivariate product limit estimator of S(s,t) proposed by Campbell and Földes (1982, In: Gnedenko, B.V., Puri, M.C., Vincze, I. (Eds.), Nonparametric Statistical Inference. North-Holland, Amsterdam, pp. 103-122). In this paper, absolute moment and probability inequalities for are derived, respectively.

Suggested Citation

  • Wang, Qi-Hua, 2000. "Moment and probability inequalities for the bivariate product-limit estimator," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 1-12, January.
    • Handle: RePEc:eee:stapro:v:46:y:2000:i:1:p:1-12
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    References listed on IDEAS

    as
    1. Dabrowska, Dorota M., 1989. "Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 308-325, May.
    2. Lo, Shaw-Hwa & Wang, Jane-Ling, 1989. "I.i.d. representations for the bivariate product limit estimators and the bootstrap versions," Journal of Multivariate Analysis, Elsevier, vol. 28(2), pages 211-226, February.
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