Large Sample Behaviour of the Product-Limit Estimator on the Whole Line
Gill, Richard
Ann. Statist., Tome 11 (1983) no. 1, p. 49-58 / Harvested from Project Euclid
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.
Publié le : 1983-03-14
Classification:  Product-limit estimator,  Kaplan-Meier estimator,  random censorship,  survival data,  confidence bands,  mean life-time,  counting processes,  martingales,  stochastic integrals,  weak convergence,  in probability linear bounds,  $q$-functions,  censored data,  62G05,  62G15,  60F05,  62N05,  62P10
@article{1176346055,
     author = {Gill, Richard},
     title = {Large Sample Behaviour of the Product-Limit Estimator on the Whole Line},
     journal = {Ann. Statist.},
     volume = {11},
     number = {1},
     year = {1983},
     pages = { 49-58},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346055}
}
Gill, Richard. Large Sample Behaviour of the Product-Limit Estimator on the Whole Line. Ann. Statist., Tome 11 (1983) no. 1, pp.  49-58. http://gdmltest.u-ga.fr/item/1176346055/