Abstract
Let $\hat{F}_n$ be the Kaplan-Meier estimator of a distribution function $F$ computed from randomly censored data. We show that under optimal integrability assumptions on a function $\varphi$, the Kaplan-Meier integral $\int \varphi d\hat{F}_n$, when properly standardized, is asymptotically normal.
Citation
Winfried Stute. "The Central Limit Theorem Under Random Censorship." Ann. Statist. 23 (2) 422 - 439, April, 1995. https://doi.org/10.1214/aos/1176324528
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