IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v147y2016icp273-284.html
   My bibliography  Save this article

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

Author

Listed:
  • Dikta, Gerhard
  • Reißel, Martin
  • Harlaß, Carsten

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.

Suggested Citation

  • Dikta, Gerhard & Reißel, Martin & Harlaß, Carsten, 2016. "Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 273-284.
    • Handle: RePEc:eee:jmvana:v:147:y:2016:i:c:p:273-284
    DOI: 10.1016/j.jmva.2016.02.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X16000300
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jmva.2016.02.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Subramanian, Sundarraman, 2011. "Multiple imputations and the missing censoring indicator model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 105-117, January.
    2. Mondal, Shoubhik & Subramanian, Sundarraman, 2014. "Model assisted Cox regression," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 281-303.
    3. Dikta, Gerhard & Kvesic, Marsel & Schmidt, Christian, 2006. "Bootstrap Approximations in Model Checks for Binary Data," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 521-530, June.
    4. Dikta, Gerhard, 2014. "Asymptotically efficient estimation under semi-parametric random censorship models," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 10-24.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Subramanian, Sundarraman, 2016. "Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 58-81.
    2. Shoubhik Mondal & Sundarraman Subramanian, 2016. "Simultaneous confidence bands for Cox regression from semiparametric random censorship," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(1), pages 122-144, January.
    3. Nubyra Ahmed & Sundarraman Subramanian, 2016. "Semiparametric simultaneous confidence bands for the difference of survival functions," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(4), pages 504-530, October.
    4. Dikta, Gerhard, 2014. "Asymptotically efficient estimation under semi-parametric random censorship models," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 10-24.
    5. Bhattacharya, Rianka & Subramanian, Sundarraman, 2014. "Two-sample location–scale estimation from semiparametric random censorship models," Journal of Multivariate Analysis, Elsevier, vol. 132(C), pages 25-38.
    6. Dikta, Gerhard & Subramanian, Sundarraman & Winkler, Thorsten, 2013. "Bootstrap based model checks with missing binary response data," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 219-226.
    7. Subramanian, Sundarraman & Bandyopadhyay, Dipankar, 2010. "Doubly robust semiparametric estimation for the missing censoring indicator model," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 621-630, April.
    8. Subramanian, Sundarraman, 2009. "The multiple imputations based Kaplan-Meier estimator," Statistics & Probability Letters, Elsevier, vol. 79(18), pages 1906-1914, September.
    9. Subramanian, Sundarraman, 2011. "Multiple imputations and the missing censoring indicator model," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 105-117, January.
    10. Subramanian, Sundarraman, 2012. "Model-based likelihood ratio confidence intervals for survival functions," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 626-635.
    11. Sun, Zhihua & Wang, Qihua & Dai, Pengjie, 2009. "Model checking for partially linear models with missing responses at random," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 636-651, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:147:y:2016:i:c:p:273-284. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.