Estimation of density for arbitrarily censored and truncated data

被引：5

作者：

Huber, C ^{[1
]}

Solev, V

Vonta, F

机构：

[1] Univ Paris 05, 45 Rue St Peres, F-75006 Paris, France

[2] VA Steklov Math Inst, Moscow, Russia

[3] Univ Cyprus, Dept Math & Stat, Nicosia, Cyprus

来源：

PROBABILITY, STATISTICS AND MODELLING IN PUBLIC HEALTH | 2006年

关键词：

incomplete observations; censored and truncated data; nonparametric maximum likelihood estimation; consistency;

D O I：

10.1007/0-387-26023-4_16

中图分类号：

R1 [预防医学、卫生学];

学科分类号：

1004 ; 120402 ;

摘要：

We consider survival data that are both interval censored and truncated. Turnbull [Tur76] proposed in 1976 a nice method for nonparametric maximum likelihood estimation of the distribution function in this case, which has been used since by many authors. But, to our knowledge, the consistency of the resulting estimate was never proved. We prove here the consistency of Turnbull's NPMLE under appropriate conditions on the involved distributions: the censoring, truncation and survival distributions.

引用

页码：246 / +

页数：2

共 13 条

[1] A proportional hazards model for arbitrarily censored and truncated data [J].