A note on the asymptotic properties of the product-limit estimator on the whole line

Zhiliang Ying

Statistics & Probability Letters, 1989, vol. 7, issue 4, 311-314

Abstract: It was shown by Gill (1983) that a Donsker type theorem for empirical distributions holds for Kaplan-Meier estimates up to the point of last observation. In this note, we show that this restriction to last observation is unnecessary and convergence holds on the entire interval, providing a full extension of Donsker's result to censored models.

Keywords: censored; data; Kaplan-Meier; estimator; product; limit; estimator; empirical; process; Gaussian; process; Donsker's; theorem (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (12)

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