Presmoothed Estimation with Left-Truncated and Right-Censored Data.

Autor: Jácome, M. A., Iglesias-Pérez, M. C.
Předmět:
Zdroj: Communications in Statistics: Theory & Methods; Nov2008, Vol. 37 Issue 18, p2964-2983, 20p, 2 Charts, 4 Graphs
Abstrakt: We propose a new method to estimate the cumulative hazard function and the corresponding distribution function of survival times under randomly left-truncated and right-censored observations (LTRC). The new estimators are based on presmoothing ideas, the estimation of the conditional expectation m of the censoring indicator. An almost sure representation for both estimators is established, from which a strong consistency rate and asymptotic normality are derived. It is shown that the presmoothed modification leads to a gain in terms of asymptotic mean squared error. This efficiency with respect to the classical estimators is also shown in a simulation study. Finally, an application to a real data set is provided. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index