Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles

Abstract

We consider a fixed design model in which the responses are possibly right censored. The aim of this paper is to establish some important almost sure convergence properties of the Kaplan-Meier type estimator for the lifetime distribution at a given covariate value. We also consider the corresponding quantile estimator and obtain a modulus of continuity result. Our rates of uniform strong convergence are obtained via exponential probability bounds.

Identifiers

DOI

10.1080/03610929608831836

Citations and references