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

数学与统计学院

科研成果: 会议稿件 › 论文 › 同行评审

摘要

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.

源语言	英语
页	1126-1140
页数	15
出版状态	已出版 - 2009
活动	2009 Conference on International Institute of Applied Statistics Studies, IIASS 2009 - Qingdao, 中国期限: 1 7月 2009 → 3 7月 2009

会议

会议	2009 Conference on International Institute of Applied Statistics Studies, IIASS 2009
国家/地区	中国
市	Qingdao
时期	1/07/09 → 3/07/09

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@conference{69f70a15a41347dfa55a69f9dab5f124,

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

摘要

会议

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