by Christoph, G., Malov, S. V..
Series: 2007-36, Preprints
We consider generalization of the well-known multivariate rank statistics under right censored data case, where empirical process representation is used to get the generalization. The marginal distribution functions are estimated by Kaplan-Meier estimators. Further, we obtain asymptotic properties of the generalized multivariate rank statistics under independently right censored data. Several results on sup-norm convergence of Kaplan-Meier estimators in randomly exhausting regions will also be given.
Multivariate Rank Statistics, Linear Rank Statistics, Right Censored Data, Independent Censoring, Kaplan-Meier Estimator.