-deficiency of the Kaplan-Meier estimator

Mohamed Lemdani and Elias Ould-Saïd

Statistics & Probability Letters, 2003, vol. 63, issue 2, 145-155

Abstract: Let X1,...,Xn,... be a sequence of independent and identically distributed random variables with distribution function F subject to random right censoring. Considering the classical Kaplan-Meier estimator and a smoothed kernel-type estimate , we prove that and (mean integrated absolute error) tend to the same constant as n goes to infinity. However, we establish that the smoothed estimator has a performance better than (for some bandwidths) what relative -deficiency is of interest. The optimal choice of the bandwidth hn, with respect to MIAE sense, is also obtained.

Keywords: Kaplan-Meier; estimator; Strong; representation; Smooth; kernel-type; estimate; -deficiency; Optimal; bandwidth (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00062-2
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:63:y:2003:i:2:p:145-155

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 ().