Efficient estimation of a distribution function based on censored data

Filippos Alevizos, Dimitrios Bagkavos and Dimitrios Ioannides

Statistics & Probability Letters, 2019, vol. 145, issue C, 359-364

Abstract: The asymptotic relative deficiency of the Kaplan–Meier over an existing kernel estimate is established. Further, finite sample numerical evidence is provided suggesting that the kernel estimate is preferable when performance is measured through the mean square error.

Keywords: Survival function; Right censoring; Kernel estimation; Kaplan–Meier (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2018.09.003

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