Asymptotic Normality of the Nelson-Aalen and the Kaplan-Meier Estimators in Competing Risks

• 作者: Didier Alain Njamen Njomen
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: Censored Data Right-Censoring COUNTING Process Competing Risks Nelson-Aalen and Kaplan-Meier ESTIMATORS Asymptotic Properties of ESTIMATORS CONFIDENCE Bands
• 年，卷（期）: 2019,（7）
• 页码范围: 545-560
• 页数: 16页
• 分类号: O21

摘要

This paper studies the asymptotic normality of the Nelson-Aalen and the Kaplan-Meier estimators in a competing risks context in presence of independent right-censorship. To prove our results, we use Robelledo’s theorem which makes it possible to apply the central limit theorem to certain types of particular martingales. From the results obtained, confidence bounds for the hazard and the survival functions are provided.