Weak convergence and strong consistency are established for a smooth version of the classical product-limit estimator of a distribution function when the data are subject to random censorship. The weak convergences oil D(I) = D(-∞,T] for T < TF=inf{x: F(x)=1} are shown to hold for the entire interval I under basically the same assumptions that have been used in the literature to establish the weak convergence of normalized estimator in D(I). Moreover,strong approximations and the laws of the iterated logarithm are proved.
Asymptotic Behavior of the Smooth Product-limit Estimator under Random Censorship. Acta Mathematica Sinica, Chinese Series, 1996, 39(2) https://doi.org/10.12386/A1996sxxb0029