Abstract
Double censoring often occurs in collecting lifetime data and accordingly self-consistent estimators are widely employed for estimating the survival functions. In this paper we prove the weak convergence of self-consistent estimators using classical results on the Fredholm integral equation. Also, a method of calculating the asymptotic variance is presented.
Citation
Myron N. Chang. "Weak Convergence of a Self-Consistent Estimator of the Survival Function with Doubly Censored Data." Ann. Statist. 18 (1) 391 - 404, March, 1990. https://doi.org/10.1214/aos/1176347506
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