## The Annals of Statistics

### The Central Limit Theorem Under Random Censorship

Winfried Stute

#### 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.

#### Article information

Source
Ann. Statist., Volume 23, Number 2 (1995), 422-439.

Dates
First available in Project Euclid: 11 April 2007

https://projecteuclid.org/euclid.aos/1176324528

Digital Object Identifier
doi:10.1214/aos/1176324528

Mathematical Reviews number (MathSciNet)
MR1332574

Zentralblatt MATH identifier
0829.62055

JSTOR