hw8.pdf - HW(Due Wed 1 We have used the MCLT to study the...

Info icon This preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
HW (Due, Wed 3/4/2015) 1. We have used the MCLT to study the asymptotical property of NA estimator for the cumulative hazard function. The key step is to study the limiting distribution of Q ( t ) = n X i =1 Z t 0 n 1 / 2 I ( Y ( s ) > 0) Y ( s ) dM i ( s ) where Y ( s ) = n i =1 I ( U i s ) , M i ( s ) = N i ( s ) - R s 0 Y i ( u ) h ( u ) du, 0 < t < τ and τ is a constant such that P ( U i τ ) = π ( τ ) > 0 . To use the MCLT, we need to verify that
Image of page 1
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern