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Asymptotic properties of Kaplan-Meier estimator for censored dependent data

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  • Cai, Zongwu

Abstract

In some long term studies, a series of dependent and possibly censored failure times may be observed. Suppose that the failure times have a common marginal distribution function, and inferences about it are of interest to us. The main result of this paper is that, under certain regularity conditions, the Kaplan-Meier estimator can be expressed as the mean of random variables, with a remainder of some order. In addition, the asymptotic normality of the Kaplan-Meier estimator is derived.

Suggested Citation

  • Cai, Zongwu, 1998. "Asymptotic properties of Kaplan-Meier estimator for censored dependent data," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 381-389, March.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:4:p:381-389
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    1. Cai, Zongwu & Roussas, George G., 1992. "Uniform strong estimation under [alpha]-mixing, with rates," Statistics & Probability Letters, Elsevier, vol. 15(1), pages 47-55, September.
    2. Ying, Z. & Wei, L. J., 1994. "The Kaplan-Meier Estimate for Dependent Failure Time Observations," Journal of Multivariate Analysis, Elsevier, vol. 50(1), pages 17-29, July.
    3. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
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