Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series A, Pt. 1, 66-79

ON THE HAJEK PROJECTION FOR TRUNCATED AND CENSORED DATA

By

ÜLKÜ GÜRLER, University of Pennsylvania and Bilkent University

And

JANE-LING WANG, University of California

 

SUMMARY. Large sample properties of the product-limit estimators for truncated or censored data are usually achieved via the empirical cumulative hazard function estimators. Hajek projection of the empirical cumulative hazard function estimator is derived for truncated data and expressed for censored data. It turns out that both projections are asymptotically n1/2-equvalent but not equal to the respective influence curves. Weak convergences of the empirical cumulative hazard processes are deduced accordingly.

AMS (1980) subject classification. 62G05,62E20

Key words and phrases. Censored data, truncated data, product-limit estimate, cummulative hazard function, Hajek projection.

FULL PAPER.

This article in Mathematical Reviews.