Uniform strong convergence results for the conditional Kaplan-Meier estimator and its quantiles

Van Keilegom, Ingrid;Veraverbeke, Noël
(1996) Communications in Statistics: Theory and Methods — Vol. 25, n° 10, p. 2251-2265 (1996)

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Abstract
We consider a fixed design model in which the responses are possibly right censored. The aim of this paper is to establish some important almost sure convergence properties of the Kaplan-Meier type estimator for the lifetime distribution at a given covariate value. We also consider the corresponding quantile estimator and obtain a modulus of continuity result. Our rates of uniform strong convergence are obtained via exponential probability bounds.
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Van Keilegom, I., & Veraverbeke, N. (1996). Uniform strong convergence results for the conditional Kaplan-Meier estimator and its quantiles. Communications in Statistics: Theory and Methods, 25(10), 2251-2265. https://doi.org/10.1080/03610929608831836 (Original work published 1996)