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.
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Keywords: Product-limit estimator; Kaplan-Meier estimator; random censorship; survival data; confidence bands; mean life-time; counting processes; martingales; stochastic integrals; weak convergence; in probability linear bounds; $q$-functions; censored data
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aos/1176346055
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aos/1176346055
Mathematical Reviews number (MathSciNet): MR684862
Zentralblatt MATH identifier: 0518.62039
