On Robins’ formula

Aad van der Vaart

Statistics & Risk Modeling, 2004, vol. 22, issue 3, 171-200

Abstract: We give a precise statement and proof of a projection formula due to J. Robins for computing influence functions in models where the observation is a random process that is stopped by a coarsening-at-random mechanism. This projection formula is important for constructing estimating equations. We illustrate this by computing the efficient influence functions in the current status model with time-dependent covariates.

Date: 2004
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DOI: 10.1524/stnd.22.3.171.57065

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