Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case

Hammou El Barmi and Hari Mukerjee

Journal of Multivariate Analysis, 2016, vol. 144, issue C, 99-109

Abstract: Let S1,S2,…,Sk be survival functions of life distributions. They are said to be uniformly stochastically ordered, S1≤usoS2≤uso⋯≤usoSk, if Si/Si+1 is a survival function for 1≤i≤k−1. The nonparametric maximum likelihood estimators of the survival functions subject to this ordering constraint are known to be inconsistent in general. Consistent estimators were developed only for the case of k=2. In this paper we provide consistent estimators in the k-sample case, with and without censoring. In proving consistency, we needed to develop a new algorithm for isotonic regression that may be of independent interest.

Keywords: Consistency; Estimation; Isotonic regression; Uniform stochastic ordering (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X15002651
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:jmvana:v:144:y:2016:i:c:p:99-109

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

DOI: 10.1016/j.jmva.2015.10.014

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().