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Weak Convergence of a Self-Consistent Estimator of the Survival Function with Doubly Censored Data
Double censoring often occurs in collecting lifetime data and accordingly self-consistent estimators are widely employed for estimating the survival functions. In this paper we prove the weak convergence of self-consistent estimators using classical results on the Fredholm integral equation. Also, a...
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Published in: | The Annals of statistics 1990-03, Vol.18 (1), p.391-404 |
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container_title | The Annals of statistics |
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creator | Chang, Myron N. |
description | Double censoring often occurs in collecting lifetime data and accordingly self-consistent estimators are widely employed for estimating the survival functions. In this paper we prove the weak convergence of self-consistent estimators using classical results on the Fredholm integral equation. Also, a method of calculating the asymptotic variance is presented. |
doi_str_mv | 10.1214/aos/1176347506 |
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subjects | 62G05 62G99 Censored data Censorship Differential equations doubly censored data Estimators Exact sciences and technology Fredholm integral equation Logical proofs Mathematics Nonparametric inference Perceptron convergence procedure Probability and statistics Random sampling Reliability functions Sciences and techniques of general use self-consistent estimation Statistical estimation Statistical variance Statistics Survival function weak convergence |
title | Weak Convergence of a Self-Consistent Estimator of the Survival Function with Doubly Censored Data |
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