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/