Product-limit Estimators of the Survival Function with Left or Right Censored Data

The problem of estimating the distribution of a lifetime when data may be leftor right censored is considered. Two models are introduced and the correspondingproduct-limit estimators are derived. Strong uniform convergence and asymptoticnormality are proved for the product-limit estimators on the whole range of theobservations. A bootstrap procedure that can be applied to con¯dence intervalsconstruction is proposed.

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Year of publication:	2004
Authors:	Patilea, Valentin ; Rolin, Jean-Marc
Institutions:	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2004-36
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005823105