Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation

Gerhard Dikta, Martin Reißel and Carsten Harlaß

Journal of Multivariate Analysis, 2016, vol. 147, issue C, 273-284

Abstract: Based on an identifying Volterra type integral equation for randomly right censored observations from a lifetime distribution function F, we solve the corresponding estimating equation by an explicit and implicit Euler scheme. While the first approach results in some known estimators, the second one produces new semi-parametric and pre-smoothed Kaplan–Meier estimators which are real distribution functions rather than sub-distribution functions as the former ones are. This property of the new estimators is particular useful if one wants to estimate the expected lifetime restricted to the support of the observation time.

Keywords: Survival analysis; Censored data; Semi-parametric random censorship model; Asymptotic efficiency; Product-integration; Volterra integral equation (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.jmva.2016.02.008

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