### Large Sample Behaviour of the Product-Limit Estimator on the Whole Line

Richard Gill
Source: Ann. Statist. Volume 11, Number 1 (1983), 49-58.

#### Abstract

Weak convergence results are proved for the product-limit estimator on the whole line. Applications are given to confidence band construction, estimation of mean lifetime, and to the theory of $q$-functions. The results are obtained using stochastic calculus and in probability linear bounds for empirical processes.

First Page:
Primary Subjects: 62G05
Secondary Subjects: 62G15, 60F05, 62N05, 62P10
Full-text: Open access