## The Annals of Statistics

### Large Sample Behaviour of the Product-Limit Estimator on the Whole Line

Richard Gill

#### 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.

#### Article information

Source
Ann. Statist., Volume 11, Number 1 (1983), 49-58.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176346055

Digital Object Identifier
doi:10.1214/aos/1176346055

Mathematical Reviews number (MathSciNet)
MR684862

Zentralblatt MATH identifier
0518.62039

JSTOR