The Central Limit Theorem Under Random Censorship
Stute, Winfried
Ann. Statist., Tome 23 (1995) no. 6, p. 422-439 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
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.
Publié le : 1995-04-14
Classification:  Censored data,  CLT,  Kaplan-Meier integral,  60F15,  60G42,  62G30 
@article{1176324528,
     author = {Stute, Winfried},
     title = {The Central Limit Theorem Under Random Censorship},
     journal = {Ann. Statist.},
     volume = {23},
     number = {6},
     year = {1995},
     pages = { 422-439},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176324528}
}

Stute, Winfried. The Central Limit Theorem Under Random Censorship. Ann. Statist., Tome 23 (1995) no. 6, pp.  422-439. http://gdmltest.u-ga.fr/item/1176324528/