Asymptotic Properties of the Product Limit Estimate Under Random Truncation
Wang, Mei-Cheng ; Jewell, Nicholas P. ; Tsai, Wei-Yann
Ann. Statist., Tome 14 (1986) no. 2, p. 1597-1605 / Harvested from Project Euclid
Many authors have considered the problem of estimating a distribution function when the observed data is subject to random truncation. A prominent role is played by the product limit estimator, which is the analogue of the Kaplan-Meier estimator of a distribution function under random censoring. Wang and Jewell (1985) and Woodroofe (1985) independently proved consistency results for this product limit estimator and showed weak convergence to a Gaussian process. Both papers left open the exact form of the covariance structure of the limiting process. Here we provide a precise description of the asymptotic behavior of the product limit estimator, including a simple explicit form of the asymptotic covariance structure, which also turns out to be the analogue of the covariance structure of the Kaplan-Meier estimator. Some applications are briefly discussed.
Publié le : 1986-12-14
Classification:  Product limit,  truncated data,  weak convergence,  covariance structure,  62G05
@article{1176350180,
     author = {Wang, Mei-Cheng and Jewell, Nicholas P. and Tsai, Wei-Yann},
     title = {Asymptotic Properties of the Product Limit Estimate Under Random Truncation},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 1597-1605},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350180}
}
Wang, Mei-Cheng; Jewell, Nicholas P.; Tsai, Wei-Yann. Asymptotic Properties of the Product Limit Estimate Under Random Truncation. Ann. Statist., Tome 14 (1986) no. 2, pp.  1597-1605. http://gdmltest.u-ga.fr/item/1176350180/