Comparison of presmoothing methods in kernel density estimation under censoring
Let \(Y_i\) be the variables of interest, \(C_i\) the censors, and let the observations be \(Z_i=\min(Y_i,C_i)\), \(\delta_i=1_{\{Y_i<C_i\}}\). The authors consider a modification of the Kaplan-Meyer estimator where the censoring indicators \(\delta_i\) are replaced by a smooth nonparametric estimate \(p_i=\hat p(Z_i)\) for \(p(t)=E(\delta_i\,|\,Z_i=t)\). Nadaraya-Watson type, local-linear and local logistic estimates are considered as candidates for \(\hat p(t)\). The asymptotic behavior of the estimates is investigated. Results of simulations and an application to medical data are presented.
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- Methods for Estimating a Conditional Distribution Function
- Multivariate locally weighted least squares regression
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- Variable bandwidth and local linear regression smoothers
- presmTP
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- Logrank-type tests with presmoothing
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- Hazard function estimation with cause-of-death data missing at random
- Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
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- Presmoothed estimation of the density function with truncated and censored data
- A kernel-based parametric method for conditional density estimation
- Improved nonparametric estimation of the cure rate in mixture cure models using presmoothing
- Expected shortfall regression for censored data
- Regression estimation using surrogate responses obtained by presmoothing
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