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A generalized product-limit estimator for weighted distribution functions based on censored data. (English) Zbl 0555.62036

Recent results in estimation theory and related topics, Suppl. Issues Stat. Decis. 1, 87-109 (1984).
[For the entire collection see Zbl 0542.00015.]
A generalized product-limit estimator of weighted distribution functions based on random censoring is introduced. The uniform (on the interval [0,T] with T fixed) almost sure consistency of this estimator is proved and the rate of convergence is established. Finally two applications of the estimator are mentioned.
Reviewer: R.Mnatsakanov

MSC:

62G05 Nonparametric estimation
60F15 Strong limit theorems

Citations:

Zbl 0542.00015