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.
Publié le : 1974-05-14
Classification:
Life table,
product limit,
censored data,
consistency,
weak convergence,
62E20,
62G05
@article{1176342705,
author = {Breslow, N. and Crowley, J.},
title = {A Large Sample Study of the Life Table and Product Limit Estimates Under Random Censorship},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 437-453},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342705}
}
Breslow, N.; Crowley, J. A Large Sample Study of the Life Table and Product Limit Estimates Under Random Censorship. Ann. Statist., Tome 2 (1974) no. 1, pp. 437-453. http://gdmltest.u-ga.fr/item/1176342705/