Zurück zu den Preprints des Jahres 2006


2006-13

On Generalization of Multivariate Rank Statistics

by Christoph, G., Malov, S..


Series: 2006-13, Preprints

MSC:
62H05 Characterization and structure theory
62E20 Asymptotic distribution theory

Abstract:
We consider generalization of the well known multivariate rank statistics under right censored data case. We use empirical process representation to get the generalization and estimate marginal distribution functions using the Kaplan-Meier estimators. We obtain asymptotic properties of the generalized multivariate rank statistics under independently right censored data. Several results on sup-norm convergence of the Kaplan-Meier estimators in randomly exhausting regions will also be given.

Keywords:
Multivariate Rank Statistics, Linear Rank Statistics, Right Censored Data, Independent Censoring, Kaplan-Meier Estimator.