|
On approximation of empirical Kac processes under general random censorship model
Abdurahim A. Abdushukurova, Gulnoz S. Saifulloevab a Moscow State University named after M. V. Lomonosov, Tashkent Branch, Tashkent, Uzbekistan
b Navoi State Pedagogical Institute, Navoi, Uzbekistan
Abstract:
A general random censorship model is considered in the paper. Approximation results are proved for empirical Kac processes. This model includes important special cases such as random censorship on the right and competing risks model. The obtained results use strong approximation theory and optimal approximation rates are built. Cumulative hazard processes are also investigated in a similar manner in the general setting. These results are also used for estimating of characteristic functions in random censorship model on the right.
Keywords:
censored data, competing risks, empirical estimates, Kac estimate, strong approximation, Gaussian process, characteristic function.
Received: 07.11.2021 Received in revised form: 10.12.2021 Accepted: 20.02.2022
Citation:
Abdurahim A. Abdushukurov, Gulnoz S. Saifulloeva, “On approximation of empirical Kac processes under general random censorship model”, J. Sib. Fed. Univ. Math. Phys., 15:3 (2022), 292–307
Linking options:
https://www.mathnet.ru/eng/jsfu998 https://www.mathnet.ru/eng/jsfu/v15/i3/p292
|
Statistics & downloads: |
Abstract page: | 96 | Full-text PDF : | 42 | References: | 30 |
|