Asymptotic properties of self-consistent estimators based on doubly censored data (Q688371)

The authors studied a self-consistent estimator, introduced by \textit{B. W. Turnbull} [J. Am. Stat. Assoc. 69, 169-173 (1974; Zbl 0281.62044)], for a lifetime distribution based on doubly censored data. Their study improved existing results on this subject. They obtained consistency results without continuity and support assumptions, and asymptotic normality on the entire range of the lifetime under weak conditions. In addition, they proved that Turnbull's estimator is asymptotically efficient.