A central limit theorem for functionals of the Kaplan-Meier estimator (Q1341365)

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scientific article; zbMATH DE number 706908
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A central limit theorem for functionals of the Kaplan-Meier estimator
scientific article; zbMATH DE number 706908

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    A central limit theorem for functionals of the Kaplan-Meier estimator (English)
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    9 January 1995
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    The central limit theorem is given for functionals of the Kaplan-Meier estimator when the censoring distributions are possibly different or discontinuous. In the proof the martingale method of \textit{R. Gill} [Ann. Stat. 11, 49-58 (1983; Zbl 0518.62039)] is used and the results generalize and strengthen results of Gill (loc. cit.) and \textit{A. Schick}, \textit{V. Susarla} and \textit{H. Koul} [Stat. Decis. 6, No. 4, 349- 360 (1988; Zbl 0686.62024)].
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    central limit theorem
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    functionals of the Kaplan-Meier estimator
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    martingale method
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