Abstract: Random censored data consist of i.i.d. pairs of
observations If denotes a censored observation, and
if denotes a survival time, which is
the variable of interest. In this paper, we apply the strong approximation
technique to study the asymptotic normality for the kernel estimator of the
density function of the survival times.
Keywords and phrases: bandwidth, Kaplan-Meier estimator, strong approximation.