The Annals of Statistics
- Ann. Statist.
- Volume 2, Number 3 (1974), 437-453.
A Large Sample Study of the Life Table and Product Limit Estimates Under Random Censorship
N. Breslow and J. Crowley
Abstract
Using the model of random censorship, a necessary and sufficient condition for the consistency of the standard (actuarial) life table estimate of a survival distribution is derived. We establish the asymptotic normality of this estimate, showing that Greenwood's variance formula is nearly correct. In the case of a continuous survival distribution we establish limiting normality for the product limit estimate and for the closely related cumulative hazard process. Some applications of these results are outlined.
Article information
Source
Ann. Statist., Volume 2, Number 3 (1974), 437-453.
Dates
First available in Project Euclid: 12 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aos/1176342705
Digital Object Identifier
doi:10.1214/aos/1176342705
Mathematical Reviews number (MathSciNet)
MR458674
Zentralblatt MATH identifier
0283.62023
JSTOR
links.jstor.org
Subjects
Primary: 62E20: Asymptotic distribution theory
Secondary: 62G05: Estimation
Keywords
Life table product limit censored data consistency weak convergence
Citation
Breslow, N.; Crowley, J. A Large Sample Study of the Life Table and Product Limit Estimates Under Random Censorship. Ann. Statist. 2 (1974), no. 3, 437--453. doi:10.1214/aos/1176342705. https://projecteuclid.org/euclid.aos/1176342705
