Strong consistency of the jackknife estimate of variance and covariance for Koziol-Green integrals

摘要

In this paper we establish almost sure consistency of the jackknife estimate of variance and covariance for Koziol#x2013;Green integrals. These are asymptotically Gaussian estimates of the form, where we putfor the MLE of the distribution function under the Koziol-Green proportional censorship model. Confidence sets for functions of general integralsmay be constructed from our results.