A Large Sample Study of the Life Table and Product Limit Estimates Under Random Censorship

作者：N. E. Breslow, John Crowley · 发表于：The Annals of Statistics · 年份：1974 · DOI：10.1214/aos/1176342705 · 被引用次数：735 · 研究领域：Insurance, Mortality, Demography, Risk Management、Statistical Distribution Estimation and Applications、Statistical Methods and Inference

Using the model of random censorship, a necessary and sufficient condition for the consistency of the standard (actuarial) life table estimate of a survival distribution is derived. We establish the asymptotic normality of this estimate, showing that Greenwood's variance formula is nearly correct. In the case of a continuous survival distribution we establish limiting normality for the product limit estimate and for the closely related cumulative hazard process. Some applications of these results are outlined.