THE CHUNG-SMIRNOV LAW FOR THE PRODUCT-LIMIT ESTIMATOR UNDERRANDOM CENSORSHIP
Citation:
Gu Minggao.THE CHUNG-SMIRNOV LAW FOR THE PRODUCT-LIMIT ESTIMATOR UNDERRANDOM CENSORSHIP[J].Chinese Annals of Mathematics B,1991,12(1):96~105
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Authors:
Gu Minggao;
Abstract:
The maximal deviation of the product limit estimator on the whole line is investigated.The analogue of Chung-Smirnov law of iterated logaritlihm is proved under-very mild conditions on censoring. An improved convergence rate is found and shown to-be best possible. The result is proved by an i.i.d. representation scheme of the product-
limit estimator on the whole line. Improved rates of coavergence for the i.i,d. representation on compact set are also derived.