A correction to and improvement of ‘Strong approximations of some biometric estimates under random censorship’
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In the proof of the main result of the original paper there is an error. Instead of repairing that proof to get just the original result, at the critical spot we improve the proof and obtain a much better result. In particular, we approximate the product-limit and empirical cumulative hazard processes by suitable copies of the corresponding limiting Gaussian processes with rates of approximation that on appropriate fixed half lines reduce to the rates of Komlós, Major and Tusnády for the uncensored empirical process.
KeywordsStochastic Process Probability Theory Statistical Theory Gaussian Process Empirical Process
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