Interval censored and truncated data: Rate of convergence of NPMLE of the density

被引：10

作者：

Huber, Catherine ^{[1
]}

Solev, Valentin ^{[2
]}

Vonta, Filia ^{[3
]}

机构：

[1] Univ Paris 05, F-75006 Paris, France

[2] VA Steklov Math Inst, St Petersburg 191023, Russia

[3] Univ Cyprus, Dept Math & Stat, CY-1678 Nicosia, Cyprus

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2009年 / 139卷 / 05期

关键词：

Censored and truncated data; Nonparametric maximum likelihood estimation; Consistency; Bracketing entropy; Hellinger distance; Rate of convergence; PROPORTIONAL HAZARDS MODEL;

D O I：

10.1016/j.jspi.2008.05.028

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 survival data that are both interval censored and truncated. Under appropriate assumptions on the involved distributions, the censoring, truncation and survival, we prove the consistency of the NPMLE of the density of the survival, and give the rate of convergence. Finally, we give an example where the joint law of the censoring and truncation can be explicitly computed. (C) 2008 Published by Elsevier B.V.

引用

页码：1734 / 1749

页数：16

共 10 条

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