| dc.date.accessioned | 2013-03-12T08:16:29Z | |
| dc.date.available | 2013-03-12T08:16:29Z | |
| dc.date.issued | 2006 | en_US |
| dc.date.submitted | 2011-07-12 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10356 | |
| dc.description.abstract | Consider a uniformly strongly consistent statistical functional. We present a new method for extracting limit distributions of the type "the last time" and "the number of times" an error larger than $\epsilon$ is committed for Hadamard differentiable estimators. We then apply our techniques to several estimators, including the Nelson-Aalen estimator and the quantiles of the Kaplan-Meier estimator. | eng |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Statistical Research Report http://urn.nb.no/URN:NBN:no-23420 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-23420 | |
| dc.rights | © The Author(s) (2006). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | On the errors committed by functionals of empirical processes | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2011-07-12 | en_US |
| dc.rights.holder | Copyright 2006 The Author(s) | |
| dc.creator.author | Grønneberg, Steffen | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-28477 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 132400 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10356/1/stat-res-06-06.pdf | |