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December 2000 The central limit theorem under censoring
Michael G. Akritas
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Bernoulli 6(6): 1109-1120 (December 2000).

Abstract

The central limit theorem for integrals of the Kaplan-Meier estimator is obtained. The basic tools are the martingale methods developed by Gill and the identities and inequalities of Efron and Johnstone. The assumptions needed are both weaker and more transparent than those in the recent literature, and the resulting variance expression is simpler, especially for distributions with atoms.

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Michael G. Akritas. "The central limit theorem under censoring." Bernoulli 6 (6) 1109 - 1120, December 2000.

Information

Published: December 2000
First available in Project Euclid: 5 April 2004

zbMATH: 0979.60015
MathSciNet: MR1809737

Keywords: distributions with atoms , i.i.d. representation , Kaplan-Meier integrals , martingales for counting processes

Rights: Copyright © 2000 Bernoulli Society for Mathematical Statistics and Probability

Vol.6 • No. 6 • December 2000
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