ISTANBUL (Reuters) - Turkish Prime Minister Tayyip Erdogan has called on French President Francois Hollande to explain why he had met Kurdish militants with links to the PKK - viewed as a terrorist group by Turkey, the EU and the United States - who were shot dead this week in Paris.

Hollande has said that one of the victims, three women with links to the outlawed Kurdistan Workers Party (PKK), was known to him.

The execution-style killings in central Paris on Thursday have overshadowed a new initiative by Erdogan's government to launch a peace process to end the PKK's 28-year-old insurgency against Turkey.

"France needs to shed light on this incident," Erdogan said in a speech to a businessmen's group on Saturday. "The French president needs to explain to the public in Turkey and the world why he met with members of a terrorist organization."

His comments were broadcast live by CNN Turk television.

(Reporting by Ayla Jean Yackley; editing by Andrew Roche)