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Theory of Probability and Mathematical Statistics



ASYMPTOTIC NORMALITY OF KAPLANMEIER ESTIMATOR FOR MIXTURES WITH VARYING CONCENTRATIONS

R. MAIBORODA

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Abstract: A modication of KaplanMeier estimator is considered for mixture components CDFs estimation by censored data in the case when mixing probabilities vary from observation to observation. Asymptotic normality of the estimators in the sup-norm is demonstrated.

Keywords: оцінка Каплана-Майєра, моделі сумішей зі змінними концентраціями, асимптотична нормальність цензурування.

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