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Product-limit estimators of the survival function with twice censored data. (English) Zbl 1092.62099
Summary: A model for competing (resp. complementary) risks survival data where the failure time can be left (resp. right) censored is proposed. Product-limit estimators for the survival functions of the individual risks are derived. We deduce the strong convergence of our estimators on the whole real half-line without any additional assumptions and their asymptotic normality under conditions concerning only the observed distribution. When the observations are generated according to the double censoring model introduced by B. W. Turnbull [J. Am. Stat. Assoc. 69, 169–173 (1974; Zbl 0281.62044)], the product-limit estimators represent upper and lower bounds for Turnbull’s estimator.

62N01 Censored data models
62G20 Asymptotic properties of nonparametric inference
62N02 Estimation in survival analysis and censored data
62G05 Nonparametric estimation
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