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

DOI10.1016/0167-7152(94)00026-3MaRDI QIDQ1341365zbMATH OpenOpenAlexFDO

Authors Song Yang

Publication date 9 January 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00026-3

zbMATH Keywords

central limit theoremfunctionals of the Kaplan-Meier estimatormartingale method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Review text

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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Cites work

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• scientific article; zbMATH DE number 3890493 (Why is no real title available?)
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Cited in

(12)

• A note on the asymptotic properties of the product-limit estimator on the whole line
• Functional estimation under interval censoring case 1
• Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
• A new method for proving weak convergence results applied to nonparametric estimators in survival analysis.
• The central limit theorem under random censorship
• Kaplan-Meier V- and U-statistics
• scientific article; zbMATH DE number 1829358 (Why is no real title available?)
• Some large sample results for a class of functionals of Kaplan-Meier estimator
• The uniform law of large numbers for the Kaplan-Meier integral process
• The uniform central limit theorem for the Kaplan-Meier integral process
• scientific article; zbMATH DE number 1779499 (Why is no real title available?)
• An odyssey to incomplete data: Winfried Stute's contribution to survival analysis

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