| Title |
Martingalinių įverčių taikymas išlikimo teorijoje / |
| Translation of Title |
Application of martingale estimators in survival theory. |
| Authors |
Sabutytė, Erika ; Kanišauskas, Vaidotas |
| Full Text |
|
| Is Part of |
Jaunųjų mokslininkų darbai. 2009, nr. 3(24), p. 183-185.. ISSN 1648-8776 |
| Keywords [eng] |
Martingale estimator ; Survival theory ; Survival times ; Hazard rate function |
| Abstract [eng] |
There is analyzed the complex form of empirical process, Σ= = ≤ n i n i N t X t 1 ( ) 1( ), t ∈ [0,+ ∞), where continuously distributed survival times Xi has hazard rate function αi(t) = ki(t)[α(t) + μi(t)], i = 1, n where the ki(t) and μi(t) are known hazard rate functions and α(t) is unknown function. In this paper we established the uniform consistency and the asymptotic normality of the martingale estimator of integrated hazard rate = ∫ t A t s ds 0 ( ) α( )ds. By using the asymptotic normality of martingale estimators we obtained confidence intervals of A(t) and by using that tested the corresponding statistical nonparametric hypothesis. |
| Type |
Journal article |
| Language |
Lithuanian |
| Publication date |
2009 |
