Estimation Strategies for Censored Lifetimes with a Lexis‐Diagram Type Model
Elodie Brunel,
Fabienne Comte and
Agathe Guilloux
Scandinavian Journal of Statistics, 2008, vol. 35, issue 3, 557-576
Abstract:
Abstract. When collecting right‐censored lifetime data, a sampling bias occurs in many situations. The present authors offer a new sampling scheme description based on the Lexis diagram, which includes time‐window and cohort studies. This implies a selection bias for the data collected. We also assume that censoring may occur. Hence, we provide a model selection strategy to estimate the hazard and density functions in this model. Adaptive projection estimators on trigonometric bases are developed by contrast penalization and optimal non‐parametric rates of convergence are given. Both estimators are practically studied through simulation experiments as well as real data in the case of the time‐window study.
Date: 2008
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https://doi.org/10.1111/j.1467-9469.2007.00590.x
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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:35:y:2008:i:3:p:557-576
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