Weak Convergence for Nonparametric Bayes Estimators Based on Beta Processes in the Random Censorship Model
Jee-Chang Hong · Communications for Statistical Applications and Methods · 2005
Hjort(1990) obtained the nonparametric Bayes estimator $\^{F}_{c,a}$ of $F_0$ with respect to beta processes in the random censorship model. Let $X_1,{\cdots},X_n$ be i.i.d. $F_0$ and let $C_1,{\cdot},\;C_n$ be i.i.d. G. Assume that $F_0$ and G are continuous. This paper shows that { $\^{F}_{c,a}$ (u){\|}0 < u < T} converges weakly to a Gaussian process whenever T < $\infty$ and $\~{F}_0({\tau})\;<\;1$ .