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JOURNALS // Journal of Siberian Federal University. Mathematics & Physics // Archive

J. Sib. Fed. Univ. Math. Phys., 2022 Volume 15, Issue 3, Pages 292–307 (Mi jsfu998)

On approximation of empirical Kac processes under general random censorship model

Abdurahim A. Abdushukurova, Gulnoz S. Saifulloevab

a Moscow State University named after M. V. Lomonosov, Tashkent Branch, Tashkent, Uzbekistan
b Navoi State Pedagogical Institute, Navoi, Uzbekistan

Abstract: A general random censorship model is considered in the paper. Approximation results are proved for empirical Kac processes. This model includes important special cases such as random censorship on the right and competing risks model. The obtained results use strong approximation theory and optimal approximation rates are built. Cumulative hazard processes are also investigated in a similar manner in the general setting. These results are also used for estimating of characteristic functions in random censorship model on the right.

Keywords: censored data, competing risks, empirical estimates, Kac estimate, strong approximation, Gaussian process, characteristic function.

UDC: 519.2

Received: 07.11.2021
Received in revised form: 10.12.2021
Accepted: 20.02.2022

Language: English

DOI: 10.17516/1997-1397-2022-15-3-292-307



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