Prefer a chat interface with context about you and your work?
Asymptotic Optimality of the Product Limit Estimator
The product limit estimator due to Kaplan and Meier (1958) is well-known to be the nonparametric maximum likelihood estimator of a distribution function based on censored data. It is shown here that the product limit estimator is an asymptotically optimal estimator in two senses: in the sense of a Hajek-Beran …