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March, 1983 Large Sample Behaviour of the Product-Limit Estimator on the Whole Line
Richard Gill
Ann. Statist. 11(1): 49-58 (March, 1983). DOI: 10.1214/aos/1176346055

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.

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Richard Gill. "Large Sample Behaviour of the Product-Limit Estimator on the Whole Line." Ann. Statist. 11 (1) 49 - 58, March, 1983. https://doi.org/10.1214/aos/1176346055

Information

Published: March, 1983
First available in Project Euclid: 12 April 2007

zbMATH: 0518.62039
MathSciNet: MR684862
Digital Object Identifier: 10.1214/aos/1176346055

Subjects:
Primary: 62G05
Secondary: 60F05, 62G15, 62N05, 62P10

Rights: Copyright © 1983 Institute of Mathematical Statistics

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Vol.11 • No. 1 • March, 1983
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