Sankhya: The Indian Journal of Statistics1993, Volume 55, Series A, Pt. 1, 66-79
ON THE HAJEK PROJECTION FOR TRUNCATED AND CENSORED DATA
ÜLKÜ GÜRLER, University of Pennsylvania and Bilkent University
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.
This article in Mathematical Reviews.