Estimating the Mean of an Increasing Stochastic Process at a Censored Stopping Time

DOI10.2307/2669760zbMath1008.62098OpenAlexW4237035338MaRDI QIDQ4541340

Robert L. Strawderman

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669760

zbMATH Keywords

martingalesinformative censoringweighted estimating equations

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Optimal stopping in statistics (62L15)

Related Items (11)

Backward estimation of stochastic processes with failure events as time origins ⋮ A joint modeling approach for analyzing marker data in the presence of a terminal event ⋮ Estimating the mean of a mark variable under right censoring on the basis of a state function ⋮ A Partitioning Deletion/Substitution/Addition Algorithm for Creating Survival Risk Groups ⋮ Estimators for Survival Function when Censoring Times are Known ⋮ Monotonic Estimators for the Survival Function of Quality Adjusted Lifetime ⋮ Implications of model misspecification in robust tests for recurrent events ⋮ A note on non-identifiability of mark survival function ⋮ Testing Equality of Survival Functions of Quality-Adjusted Lifetime ⋮ Modeling right-censored medical cost data in regression and the effects of covariates ⋮ Nonparametric inference for the joint distribution of recurrent marked variables and recurrent survival time

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