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Edgeworth expansion for the survival function estimator in the Koziol-Green model

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Abstract

In the Koziol-Green or proportional hazards random censorship model, the asymptotic accuracy of the estimated one-term Edgeworth expansion and the smoothed bootstrap approximation for the Studentized Abdushukurov-Cheng-Lin estimator is investigated. It is shown that both the Edgeworth expansion estimate and the bootstrap approximation are asymptotically closer to the exact distribution of the Studentized Abdushukurov-Cheng-Lin estimator than the normal approximation.

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, 100080, Beijing, China

    Liuquan Sun & Guofu Wu

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  1. Liuquan Sun
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  2. Guofu Wu
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Correspondence to Liuquan Sun.

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Sun, L., Wu, G. Edgeworth expansion for the survival function estimator in the Koziol-Green model. Sci. China Ser. A-Math. 45, 681–693 (2002). https://doi.org/10.1360/02ys9075

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  • DOI: https://doi.org/10.1360/02ys9075

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