A pointwise Bayes-type estimator of the survival probability with censored data

K.B. Kulasekera and Meng Zhao

Statistics & Probability Letters, 2008, vol. 78, issue 16, 2597-2603

Abstract: In this note we propose an estimator of the survival function at a given time point using a Bayesian argument, an approach different from that of [Susarla, V., Van Ryzin, J., 1976. Nonparametric Bayesian estimation of survival curves from incomplete observations, Journal of the American Statistical Association 61, 897-902]. It is shown that the Kaplan-Meier (K-M) estimator is a special case of the proposed estimators. We show pointwise asymptotic normality of the proposed estimator for suitable choices of prior distributions.

Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00365-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:16:p:2597-2603

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().