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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/9206

Title: Weak convergence for the conditional distribution function in a Koziol-Green model under dependent censoring
Authors: Gaddah, Auguste
BRAEKERS, Roel
Issue Date: 2009
Publisher: ELSEVIER SCIENCE BV
Citation: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 139(3). p. 930-943
Abstract: in this paper we consider the conditional Koziol-Green model of Braekers and Veraverbeke [2008. A conditional Koziol-Green model under dependent censoring. Statist. Probab. Lett., accepted for publication] in which they generalized the Koziol-Green model of Veraverbeke and Cadarso Sudrez [2000. Estimation of the conditional distribution in a conditional Koziol-Green model. Test 9, 97-122] by assuming that the association between a censoring time and a time until an event is described by a known Archimedean copula function. They got in this way, an informative censoring model with two different types of informative censoring. Braekers and Veraverbeke [2008. A conditional Koziol-Green model under dependent censoring. Statist. Probab. Lett., accepted for publication] derived in this model a non-parametric Koziol-Green estimator for the conditional distribution function of the time until an event. for which they showed the uniform consistency and the asymptotic normality. In this paper we extend their results and prove the weak convergence of the process associated to this estimator. Furthermore we show that the conditional Koziol-Green estimator is asymptotically more efficient in this model than the general copula-graphic estimator of Braekers and Veraverbeke [2005. A copula-graphic estimator for the conditional survival function under dependent censoring. Canad. J. Statist. 33, 429-4471. As last result, we construct an asymptotic confidence band for the conditional Koziol-Green estimator. Through a simulation study, we investigate the small sample properties of this asymptotic confidence band. Afterwards we apply this estimator and its confidence band on a practical data set. (c) 2008 Elsevier B.V. All rights reserved.
Notes: [Gaddah, Auguste; Braekers, Roel] Univ Hasselt, I BioStat, B-3590 Diepenbeek, Belgium. [Gaddah, Auguste; Braekers, Roel] Katholieke Univ Leuven, Louvain, Belgium.
URI: http://hdl.handle.net/1942/9206
DOI: 10.1016/j.jspi.2008.06.001
ISI #: 000262061300019
ISSN: 0378-3758
Category: A1
Type: Journal Contribution
Validation: ecoom, 2010
Appears in Collections: Research publications

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