THE LAW OF THE ITERATED LOGARITHM OF THE KAPLAN-MEIER INTEGRAL AND ITS APPLICATION

Citation:

HE Shuyuan,WANG Yanhua.THE LAW OF THE ITERATED LOGARITHM OF THE KAPLAN-MEIER INTEGRAL AND ITS APPLICATION[J].Chinese Annals of Mathematics B,2004,25(2):199~206
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Authors:

HE Shuyuan; WANG Yanhua

Foundation:

Project supported by the National Natural Science Foundation of China (No.10231030) and the Research Fund for the Doctoral Program of Higher Education.
Abstract: For right censored data, the law of the iterated logarithm of the Kaplan-Meier integral is established. As an application, the authors prove the law of the iterated logarithm for weighted least square estimates of randomly censored linear regression model.

Keywords:

Law of the iterated logarithm, Kaplan-Meier integral

Classification:

60B12, 60F15
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