Minimum Distance Estimators of Scale With Censored Data
asymptotic coverage probabilitiesAsymptotic coverage probabilitiesasymptotic variancecontinuous densitycontinuous iid censoring timesexponential survival distributionKaplan-Meier estimatorlevel of censoringmaximum likelihood estimatorminimum distance functional of scaleMonte Carlo experimentspercentilesperformance of estimators of scaleproduct-limit estimatorrobustnessscale familysurvival functionsurvival timesvalidity of confidence intervalsweighted Cramér-von Mises distance
Let for any df \(F\) \[ d_ F(s)=\int^ T_ 0(F(x)-F_ 0(x/s))^ 2w(x,s)dx,\;s>0, \] where \(F_ 0\) is a fixed distribution function. Let the minimum distance functional of scale \(\theta(F)\) satisfy \(\min_{s>0}d_ F(s)=d_ F(\theta(F))\). Let \(X_ 1,\dots, X_ n\) be iid distributed survival times with continuous density \(f\) and distribution function \[ F\in{\mathcal F}=\{F\mid F(x)=F_ 0(x/\theta),\;\theta\in(0,\infty)\}, \] where \(F_ 0\) is a fixed distribution on \((0,\infty)\) with continuous density \(f_ 0(x)\). Let \(Y_ 1,\dots,Y_ n\) be continuous iid censoring times independent of the survival times distributed according to the df \(G\). The author concentrates on the classical Kaplan-Meier estimator \(\hat F_ n\) of \(F\) and examines how the level of censoring affects the performance of estimators of scale that minimize a weighted Cramér-von Mises distance between the Kaplan-Meier product-limit estimator of the survival function and an assumed model. The article shows that under certain conditions these estimators are asymptotically normal if the survival function is a member of the assumed scale family. Weights that minimize the asymptotic variance under these conditions are found. Asymptotic coverage probabilities of confidence intervals are found for percentiles constructed from exponential MDE's of scale under departures from the exponential distribution, and what happens in the limiting cases of no censoring and complete censoring is examined. Using the asymptotic results and Monte Carlo experiments, several exponential MDE's of scale are compared to the exponential maximum likelihood estimator of scale.
- scientific article; zbMATH DE number 5883904
- Minimum distance estimation in doubly censored two sample scale model
- Weighted L^ 2 quantile distance estimators for randomly censored data
- Minimum distance estimation of the center of symmetry with randomly censored data
- scientific article; zbMATH DE number 819209
- Minimum distance estimation in doubly censored two sample scale model
- The scaled \(\alpha\)-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions.
- Minimum distance estimation of the center of symmetry with randomly censored data
- scientific article; zbMATH DE number 5883904 (Why is no real title available?)
- Relative efficiency of the kaplan-meier estimator under contamination
This page was built for publication: Minimum Distance Estimators of Scale With Censored Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4031064)
