Skip to Main Content
Statistical Methods with Applications to Demography and Life Insurance
book

Statistical Methods with Applications to Demography and Life Insurance

by Estate V. Khmaladze
March 2013
Intermediate to advanced content levelIntermediate to advanced
242 pages
5h 47m
English
Chapman and Hall/CRC
Content preview from Statistical Methods with Applications to Demography and Life Insurance
126 Statistical inference, based on Kaplan–Meier estimator
but what this value of θ is the hypothesis does not prescribe it re-
mains unknown and we replace it in our testing procedures by its esti-
mator
b
θ. As a consequence, the process
M
n
(t,
b
θ) = N
n
(t)
Z
t
0
Y
n
(y)µ(y,
b
θ)dy,
unlike the process (9.6), is not a martingale any more and the limit
theorem (10.4) for M
n
(·,
b
θ) is not true.
The possibilities to resolve this problem were investigated in
Maglapheridze et al. [1989] in a relatively general framework. Namely,
using the method suggested in Khmaladze [1981], the authors pro-
posed a transformation of M
n
(·,
b
θ), similar to the one which we used
in Lecture ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Methods and Applications of Statistics in Clinical Trials, Volume 2: Planning, Analysis, and Inferential Methods

Methods and Applications of Statistics in Clinical Trials, Volume 2: Planning, Analysis, and Inferential Methods

N. Balakrishnan
Financial and Actuarial Statistics, 2nd Edition

Financial and Actuarial Statistics, 2nd Edition

Dale S. Borowiak, Arnold F. Shapiro

Publisher Resources

ISBN: 9781466505742