A heavy censoring limit theorem for the product limit estimator

DOI10.1214/aos/1176346583zbMath0609.62061OpenAlexW1963570270MaRDI QIDQ1086938

Jon A. Wellner

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346583

zbMATH Keywords

product-limit estimatormartingaleexponential formulaKaplan-Meier estimatorPoisson processescounting processesPoisson limit theoremcensored data problemcumulative hazard function estimatorheavy- censoringnew approximate variance formulaproportional hazard censoring

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Martingales with continuous parameter (60G44)

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