On the asymptotic property of the cox correlative risk model under perturbation

Zhaoyang Lu; Wei Xu; Yingling Sun

On the asymptotic property of the cox correlative risk model under perturbation

Zhaoyang Lu, Wei Xu, Yingling Sun

School of Mathematics and Statistics

Research output: Contribution to conference › Paper › peer-review

Abstract

Several general criteria for the weak convergence of one dimensional distribution of the Cox correlative risk model under perturbation are proposed and investigated. Following the ideas of these results, we derive the well - known Berry - Esseen inequality for the same risk model. Moreover we continue to develop the estimates of convergence rate which make it possible to evaluate the accuracy of asymptotic approximations.

Original language	English
Pages	1126-1140
Number of pages	15
State	Published - 2009
Event	2009 Conference on International Institute of Applied Statistics Studies, IIASS 2009 - Qingdao, China Duration: 1 Jul 2009 → 3 Jul 2009

Conference

Conference	2009 Conference on International Institute of Applied Statistics Studies, IIASS 2009
Country/Territory	China
City	Qingdao
Period	1/07/09 → 3/07/09

Keywords

Cox process
Diffusion process
Random sums
Weak convergence
Weakly compact at infinity

Cite this

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title = "On the asymptotic property of the cox correlative risk model under perturbation",

abstract = "Several general criteria for the weak convergence of one dimensional distribution of the Cox correlative risk model under perturbation are proposed and investigated. Following the ideas of these results, we derive the well - known Berry - Esseen inequality for the same risk model. Moreover we continue to develop the estimates of convergence rate which make it possible to evaluate the accuracy of asymptotic approximations.",

keywords = "Cox process, Diffusion process, Random sums, Weak convergence, Weakly compact at infinity",

author = "Zhaoyang Lu and Wei Xu and Yingling Sun",

year = "2009",

language = "英语",

pages = "1126--1140",

note = "2009 Conference on International Institute of Applied Statistics Studies, IIASS 2009 ; Conference date: 01-07-2009 Through 03-07-2009",

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TY - CONF

T1 - On the asymptotic property of the cox correlative risk model under perturbation

AU - Lu, Zhaoyang

AU - Xu, Wei

AU - Sun, Yingling

PY - 2009

Y1 - 2009

N2 - Several general criteria for the weak convergence of one dimensional distribution of the Cox correlative risk model under perturbation are proposed and investigated. Following the ideas of these results, we derive the well - known Berry - Esseen inequality for the same risk model. Moreover we continue to develop the estimates of convergence rate which make it possible to evaluate the accuracy of asymptotic approximations.

AB - Several general criteria for the weak convergence of one dimensional distribution of the Cox correlative risk model under perturbation are proposed and investigated. Following the ideas of these results, we derive the well - known Berry - Esseen inequality for the same risk model. Moreover we continue to develop the estimates of convergence rate which make it possible to evaluate the accuracy of asymptotic approximations.

KW - Cox process

KW - Diffusion process

KW - Random sums

KW - Weak convergence

KW - Weakly compact at infinity

UR - http://www.scopus.com/inward/record.url?scp=84901048660&partnerID=8YFLogxK

M3 - 论文

AN - SCOPUS:84901048660

SP - 1126

EP - 1140

T2 - 2009 Conference on International Institute of Applied Statistics Studies, IIASS 2009

Y2 - 1 July 2009 through 3 July 2009

ER -

On the asymptotic property of the cox correlative risk model under perturbation

Abstract

Conference

Keywords

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Cite this