The {K}aplan--{M}eier estimator as a limit function of {E}fron's self-consistency iterations
Statistics Theory
2026-07-29 v1
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.
Cite
@article{arxiv.2607.27068,
title = {The {K}aplan--{M}eier estimator as a limit function of {E}fron's self-consistency iterations},
author = {Miroslav Bacak},
journal= {arXiv preprint arXiv:2607.27068},
year = {2026}
}