TY - JOUR
T1 - Asymptotic normality of the product-limit-estimator
AU - Yu, Qiqing
AU - Hsu, Yuting
N1 - Publisher Copyright:
© 2016, © American Statistical Association and Taylor & Francis 2016.
PY - 2016/10/1
Y1 - 2016/10/1
N2 - Under the standard right-censorship (RC) model, which assumes that the survival time and censoring time are independent, several sufficient conditions have been established for the product-limit estimator (PLE) being asymptotically normally distributed on the whole real line [see, e.g. Stute, W. (1995), ‘The central limit theorem under random censorship’, Ann. Statist., 23, 422–439]. However, it remains a difficult open problem what the necessary and sufficient conditions that the PLE has an asymptotic normality property on the whole real line is. In this paper, we settle the problem under both the standard RC model which assumes T ⊥ R and the dependent RC model.
AB - Under the standard right-censorship (RC) model, which assumes that the survival time and censoring time are independent, several sufficient conditions have been established for the product-limit estimator (PLE) being asymptotically normally distributed on the whole real line [see, e.g. Stute, W. (1995), ‘The central limit theorem under random censorship’, Ann. Statist., 23, 422–439]. However, it remains a difficult open problem what the necessary and sufficient conditions that the PLE has an asymptotic normality property on the whole real line is. In this paper, we settle the problem under both the standard RC model which assumes T ⊥ R and the dependent RC model.
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U2 - 10.1080/10485252.2016.1225738
DO - 10.1080/10485252.2016.1225738
M3 - Article
AN - SCOPUS:84984670072
SN - 1048-5252
VL - 28
SP - 802
EP - 812
JO - Journal of Nonparametric Statistics
JF - Journal of Nonparametric Statistics
IS - 4
ER -