Cumulative distribution function estimation under interval censoring case 1

被引:11
作者
Brunel, Elodie [1 ]
Comte, Fabienne [2 ]
机构
[1] Univ Montpellier 2, UMR CNRS I3M 5149, F-34095 Montpellier, France
[2] Univ Paris 05, UMR CNRS MAP5 8145, F-75270 Paris 6, France
来源
ELECTRONIC JOURNAL OF STATISTICS | 2009年 / 3卷
关键词
Adaptive estimation; Current status data; Minimax rate; Interval censoring; Nonparametric estimator; Penalized contrast; REGRESSION; BOUNDS;
D O I
10.1214/08-EJS209
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider projection methods for the estimation of the cumulative distribution function under interval censoring, case 1. Such censored data also known as current status data, arise when the only information available on the variable of interest is whether it is greater or less than an observed random time. Two types of adaptive estimators are investigated. The first one is a two-step estimator built as a quotient estimator. The second estimator results from a mean square regression contrast. Both estimators are proved to achieve automatically the standard optimal rate associated with the unknown regularity of the function, but with some restriction for the quotient estimator. Simulation experiments are presented to illustrate and compare the methods.
引用
收藏
页码:1 / 24
页数:24
相关论文
共 21 条
  • [1] [Anonymous], 1997, Festschrift for lucien le cam
  • [2] Baraud Y, 2001, ANN STAT, V29, P839
  • [3] Baraud Yannick, 2002, ESAIM: Probability and Statistics, V6, P127
  • [4] Risk bounds for model selection via penalization
    Barron, A
    Birgé, L
    Massart, P
    [J]. PROBABILITY THEORY AND RELATED FIELDS, 1999, 113 (03) : 301 - 413
  • [5] Minimum contrast estimators on sieves: exponential bounds and rates of convergence
    Birge, L
    Massart, P
    [J]. BERNOULLI, 1998, 4 (03) : 329 - 375
  • [6] BIRGE L., 1999, MATH METHODS STAT, V8, P285
  • [7] Birge L., 2006, ESAIM-PROBAB STAT, V10, P24, DOI [10.1051/ps:2006001, DOI 10.1051/PS:2006001]
  • [8] Brunel E., 2005, Sankhya, V67, P441
  • [9] A new algorithm for fixed design regression and denoising
    Comte, F
    Rozenholc, Y
    [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2004, 56 (03) : 449 - 473
  • [10] DeVore RA., 1993, Constructive Approximation