Product-limit Estimators of the Survival Function with Left or Right Censored Data

Valentin Patilea and Jean-Marc Rolin
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Valentin Patilea: Crest
Jean-Marc Rolin: Crest

No 2004-36, Working Papers from Center for Research in Economics and Statistics

Abstract: The problem of estimating the distribution of a lifetime when data may be leftor right censored is considered. Two models are introduced and the correspondingproduct-limit estimators are derived. Strong uniform convergence and asymptoticnormality are proved for the product-limit estimators on the whole range of theobservations. A bootstrap procedure that can be applied to con¯dence intervalsconstruction is proposed.

Date: 2004
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