CDF and survival function estimation with infinite-order kernels
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Abstract: A reduced-bias nonparametric estimator of the cumulative distribution function (CDF) and the survival function is proposed using infinite-order kernels. Fourier transform theory on generalized functions is utilized to obtain the improved bias estimates. The new estimators are analyzed in terms of their relative deficiency to the empirical distribution function and Kaplan-Meier estimator, and even improvements in terms of asymptotic relative efficiency (ARE) are present under specified assumptions on the data. The deficiency analysis introduces a deficiency rate which provides a continuum between the classical deficiency analysis and an efficiency analysis. Additionally, an automatic bandwidth selection algorithm, specially tailored to the infinite-order kernels, is incorporated into the estimators. In small sample sizes these estimators can significantly improve the estimation of the CDF and survival function as is illustrated through the deficiency analysis and computer simulations.
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- CDF and survival function estimation with infinite-order kernels
- Deficiency
- Deficiency of the mle of a smooth survival function under the proportional hazard model
- Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
- Kernel estimation of multivariate cumulative distribution function
- Multivariate density estimation with general flat-top kernels of infinite order
- Non-parametric hazard function estimation using the Kaplan–Meier estimator
- Nonparametric Estimation from Incomplete Observations
- Nonparametric curve estimation from time series
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- Nonparametric estimation of distribution functions
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- On flat-top kernel spectral density estimators for homogeneous random fields
- On smoothing and the bootstrap
- Relative deficiency op kernel type estimators of quantiles based on right censored data
- Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
- Smooth estimation of the reliability function
Cited in
(12)- Smooth estimation of circular cumulative distribution functions and quantiles
- Reduced bias nonparametric lifetime density and hazard estimation
- Fourier methods for smooth distribution function estimation
- CDF and survival function estimation with infinite-order kernels
- Smooth confidence intervals for the survival function under random right censoring
- Policy Optimization Using Semiparametric Models for Dynamic Pricing
- Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
- Efficient estimation of a distribution function based on censored data
- Nonparametric circular quantile regression
- Kernel density estimation based on progressive type-II censoring
- A goodness of fit test for the survival function under random right censoring
- Kernel-based estimation of P(X < Y) when X and Y are dependent random variables based on progressive type II censoring
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