Séminaire Serguey Malov - 2

Jeudi 05 Juillet 2012 (14h00)

Sergey Malov, Université de Saint-Petersbourg.

Titre : Asymptotic Properties of Generalized Multivariate Rank Statistics.

Résumé : This paper discusses generalization of the well-known multivariate rank statistics under right censored data case. Empirical process representation used to get the gen- eralization. The marginal distribution functions are estimated by Kaplan-Meier esti- mators. Sufficient conditions for asymptotic normality of the generalized multivariate rank statistics under independently right censored data are specified. Several auxiliary results on sup-norm convergence of Kaplan-Meier estimators in randomly exhausting regions are given too.