Gini index estimation for lifetime data

被引：0
作者：
Xiaofeng Lv
Gupeng Zhang
Guangyu Ren
机构：
[1] Southwestern University of Finance and Economics,School of International Business
[2] University of Chinese Academy of Science,School of Public Policy and Management
[3] Chinese Academy of Science,Institute of Policy and Management
[4] Capital University of Economics and Business,School of Economics
来源：
Lifetime Data Analysis | 2017年 / 23卷
关键词：
Gini index; Lifetime data; Independent censoring ; Covariate-dependent censoring;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Lifetime data is often right-censored. Recent literature on the Gini index estimation with censored data focuses on independent censoring. However, the censoring mechanism is likely to be dependent censoring in practice. This paper proposes two estimators of the Gini index under independent censoring and covariate-dependent censoring, respectively. The proposed estimators are consistent and asymptotically normal. We also evaluate the performance of our estimators in finite samples through Monte Carlo simulations. Finally, the proposed methods are applied to real data.
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页码：275 / 304
页数：29
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