Smooth estimation of mean residual life under random censoring
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Publication:6209518
DOI10.1214/193940307000000031arXiv0805.2231MaRDI QIDQ6209518FDOQ6209518
Publication date: 15 May 2008
Abstract: We propose here a smooth estimator of the mean residual life function based on randomly censored data. This is derived by smoothing the product-limit estimator using the Chaubey-Sen technique (Chaubey and Sen (1998)). The resulting estimator does not suffer from boundary bias as is the case with standard kernel smoothing. The asymptotic properties of the estimator are investigated. We establish strong uniform consistency and asymptotic normality. This complements the work of Chaubey and Sen (1999) which considered a similar estimation procedure in the case of complete data. It is seen that the properties are similar, though technically more difficult to prove, to those in the complete data case with appropriate modifications due to censoring.
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
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