Asymptotic properties of Kaplan-Meier estimator for censored dependent data

Zongwu Cai ()

Statistics & Probability Letters, 1998, vol. 37, issue 4, 381-389

Abstract: In some long term studies, a series of dependent and possibly censored failure times may be observed. Suppose that the failure times have a common marginal distribution function, and inferences about it are of interest to us. The main result of this paper is that, under certain regularity conditions, the Kaplan-Meier estimator can be expressed as the mean of random variables, with a remainder of some order. In addition, the asymptotic normality of the Kaplan-Meier estimator is derived.

Keywords: [alpha]-mixing; Censored; dependent; data; Kaplan-Meier; estimator; Strong; representation; Asymptotic; normality (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (23)

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