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

The Annals of StatisticsPublished 1 May 1974Open access
N. E. Breslow, John Crowley
Citations729
SJR quartileQ1
SJR score4.77
SNIP3.13
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Abstract

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.

Keywords

Social SciencesMathematics