A semiparametric model for truncated and censored data

被引：9

作者：

Sun, LQ ^{[1
]}

Zhu, LX ^{[1
]}

机构：

[1] Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 48卷 / 03期

关键词：

truncated and censored data; product-limit estimator; maximum-likelihood estimation; functional central limit theorem; uniform consistency;

D O I：

10.1016/S0167-7152(99)00207-2

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：

In this paper we propose and study a semiparametric estimator of the survival function based on left truncated and right censored data. Uniform consistency and a functional central limit result for this estimator are established. In addition, this estimator is shown to be superior to the product-limit estimator in terms of asymptotic variance. (C) 2000 Elsevier Science B.V. All rights reserved

引用

页码：217 / 227

页数：11

共 22 条

[1]

ABDUSHUKUROV AA, 1987, 3448V VINITI AK NAUK

[2] THE LAW OF THE ITERATED LOGARITHM FOR EMPIRICAL PROCESSES ON VAPNIK-CERVONENKIS CLASSES [J].

ALEXANDER, KS ;

TALAGRAND, M .

JOURNAL OF MULTIVARIATE ANALYSIS, 1989, 30 (01) :155-166

[3]

[Anonymous], 1992, METRIKA

[4] ON THE LAW OF THE ITERATED LOGARITHM FOR CANONICAL U-STATISTICS AND PROCESSES [J].

ARCONES, MA ;

GINE, E .

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1995, 58 (02) :217-245

[5] LONG-RUN PROPORTIONAL HAZARDS MODELS OF RANDOM CENSORSHIP [J].

BEIRLANT, J ;

CARBONEZ, A ;

VANDERMEULEN, E .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1992, 32 (01) :25-44

[6]

Billingsley P, 1968, CONVERGE PROBAB MEAS

[7] MAXIMUM-LIKELIHOOD-ESTIMATION OF A SURVIVAL FUNCTION UNDER THE KOZIOL-GREEN PROPORTIONAL HAZARDS MODEL [J].

CHENG, PE ;

LIN, GD .

STATISTICS & PROBABILITY LETTERS, 1987, 5 (01) :75-80

[8]

COX DR, 1989, ANAL BINARY DATE

[9]

CSAKI E, 1975, C MATH SOC JAN BOL L, V11, P45

[10] On semiparametric random censorship models [J].

Dikta, G .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1998, 66 (02) :253-279

← 1 2 3 →