The Kaplan-Meier estimator as a limit function of Efron's self-consistency iterations
arXiv:2607.27068
summary
The paper proves that the iterative algorithm proposed by Efron indeed converges to the Kaplan‑Meier estimator, showing it is the limit of his self‑consistency iterations.
Abstract
In 1967 Efron showed that the Kaplan-Meier estimator can be defined as a fixed point of a certain mapping, calling this property ``self-consistency''. He also proposed an iterative algorithm for approximating this fixed point and suggested its convergence. The purpose of the present note is to prove this fact.
Topics & keywords
#survival analysis#kaplan-meier estimator#self-consistency#iterative algorithms#convergence proofkaplan-meierself-consistencyefronfixed pointiterationconvergence