Strong Consistency of a Nonparametric Estimator of the Survival Function with Doubly Censored Data
Chang, Myron N. ; Yang, Grace L.
Ann. Statist., Tome 15 (1987) no. 1, p. 1536-1547 / Harvested from Project Euclid
A double censoring mechanism is such that each variable $X$ in the sample is observable if and only if $X$ is within the observation interval $\lbrack Z, Y \rbrack$. Otherwise, we can only determine whether $X$ is less than $Z$ or greater than $Y$ and observe $Z$ or $Y$ correspondingly. This kind of censoring occurs often in collecting lifetime data. Our problem is to estimate the survival function of $X, S_X(t) = P \lbrack X > t \rbrack$, from a doubly censored sample, where $X$ is assumed to be independent of the random interval $\lbrack Z, Y \rbrack$. We establish sufficient conditions for which $S_X(t)$ is identifiable and then prove the strong consistency of the self-consistent estimator $\hat{S}_X(t)$ for $S_X(t)$. This investigation generalizes the results available for the right censored data.
Publié le : 1987-12-14
Classification:  Survival distributions,  doubly censored data,  self-consistent estimation,  uniform strong consistency,  62G05,  62G99
@article{1176350608,
     author = {Chang, Myron N. and Yang, Grace L.},
     title = {Strong Consistency of a Nonparametric Estimator of the Survival Function with Doubly Censored Data},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 1536-1547},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350608}
}
Chang, Myron N.; Yang, Grace L. Strong Consistency of a Nonparametric Estimator of the Survival Function with Doubly Censored Data. Ann. Statist., Tome 15 (1987) no. 1, pp.  1536-1547. http://gdmltest.u-ga.fr/item/1176350608/