A data augmentation algorithm is presented for estimating the hazard function and pointwise variability intervals based on interval censored data. The algorithm extends that proposed by Tanner and Wong for grouped right censored data to interval censored data. It applies multiple imputation and loca
Some bounds for the error of an estimator of the hazard function with censored data
โ Scribed by Qi-Hua Wang
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 97 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0167-7152
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โฆ Synopsis
This paper considers the estimator of the hazard function with censored data due to Diehl and Stute [1988, Kernel density and hazard function estimation in the presence of censoring. J. Multivariate Anal. 25, 299 -310] Counting process martingal techniques are used to obtain three bounds for the error of the estimator considered, a mean-square bound, a probability bound and an bound of L1-error.
๐ SIMILAR VOLUMES
A strong i.i.d. representation is obtained for the product-limit estimator of the survival function based on left truncated and right censored data. This extends the result of Chao and Lo (1988, Ann. Statist. 16, 661-668) for truncated data. An improved rate of the approximation is also obtained on