A central limit theorem for functionals of the Kaplan-Meier estimator. (English) Zbl 0810.60016
The central limit theorem is given for functionals of the Kaplan-Meier estimator when the censoring distributions are possibly different or discontinuous. In the proof the martingale method of R. Gill [Ann. Stat. 11, 49-58 (1983; Zbl 0518.62039)] is used and the results generalize and strengthen results of Gill (loc. cit.) and A. Schick, V. Susarla and H. Koul [Stat. Decis. 6, No. 4, 349- 360 (1988; Zbl 0686.62024)].
Reviewer: V.Paulauskas (Vilnius)
MSC:
| 60F05 | Central limit and other weak theorems |
References:
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