Asymptotic Normality of the Nelson-Aalen and the Kaplan-Meier Estimators in Competing Risks
Abstract: This paper studies the asymptotic normality of the Nelson-Aalen and the Kaplan-Meier estimators in a competing risks context in presence of independent right-censorship. To prove our results, we use Robelledo’s theorem which makes it possible to apply the central limit theorem to certain types of particular martingales. From the results obtained, confidence bounds for the hazard and the survival functions are provided.
Cite this paper: Njomen, D. (2019) Asymptotic Normality of the Nelson-Aalen and the Kaplan-Meier Estimators in Competing Risks. Applied Mathematics, 10, 545-560. doi: 10.4236/am.2019.107038.
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