Weak Convergence and Bootstrap of Bivariate Product Limit Estimators under the Bivariate Competing Risks Case
Received:May 28, 1991  
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Chen Ping Southeast University
Nanjing 
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Abstract:
      This paper considers estimation of the bivariate survival function under the bivariate competing risks case. We give an iid representation for the PL estimator which is iid mean zero process and the remainder term is of order O((n-1 logn)3/4) a.s., weak convergence of the process to a two-dimensional-time Gaussian process is shown. Similar results are obtained for the bootstrap version.
Citation:
DOI:10.3770/j.issn:1000-341X.1993.04.002
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