Life table estimator revisited
Sergey V. Malov and
Stephen J. O’Brien
Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 9, 2126-2133
Abstract:
We explore the standard life table (actuarial) estimator for grouped right-censored survival data and its extensions in order to consider its relationship with the Kaplan–Meier estimator, and to investigate the critical properties of the extended life table estimators (ELTEs). We discuss certain conditions for the ELTE to be consistent and develop a characterization of the standard life table estimator using the consistency property under any choice of at least two observation times of a finite interval. We also perform a comparative analysis of the ELTEs with the corresponding maximum likelihood estimators for grouped right-censored survival data.
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2126-2133
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DOI: 10.1080/03610926.2017.1335418
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