Density estimation in the simple proportional hazards model

Sándor Csörgö and Jan Mielniczuk

Statistics & Probability Letters, 1988, vol. 6, issue 6, 419-426

Abstract: In the simple proportional hazards model of random right censorship the limiting variance vACL2(x) at x of the kernel density estimator based on the Abdushukurov-Cheng-Lin estimator is shown to be equal to the corresponding variance pertaining to the Kaplan-Meier estimator times the expected proportion p of uncensored observations. More surprisingly, for appropriate p, vACL2(x) is smaller than the asymptotic variance of the classical kernel estimator based on a complete sample, for any x below the (1 - e-1)-quantile.

Keywords: random; censorship; proportional; hazards; density; estimation; kernel; nearest; neighbor; small; asymptotic; variance (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(88)90102-2
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:6:y:1988:i:6:p:419-426

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 ().