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An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data

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  • Shen, Pao-sheng

Abstract

In this article, we propose an inverse-probability-weighted (IPW) estimator of distribution function for doubly censored data. The asymptotic properties of the IPW estimator are derived. A simulation study is conducted to compare the performance among the IPW estimator, a self-consistent estimator (SCE) and the nonparametric maximum likelihood estimator (NPMLE). Simulation results indicate that when censoring is not heavy, the performance of the IPW estimator is close to that of the SCE and NPMLE.

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  • Shen, Pao-sheng, 2009. "An inverse-probability-weighted approach to the estimation of distribution function with doubly censored data," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1269-1276, May.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:9:p:1269-1276
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    1. Satten G. A. & Datta S., 2001. "The Kaplan-Meier Estimator as an Inverse-Probability-of-Censoring Weighted Average," The American Statistician, American Statistical Association, vol. 55, pages 207-210, August.
    2. van der Laan, Mark J., 1996. "Nonparametric Estimation of the Bivariate Survival Function with Truncated Data," Journal of Multivariate Analysis, Elsevier, vol. 58(1), pages 107-131, July.
    3. James M. Robins & Dianne M. Finkelstein, 2000. "Correcting for Noncompliance and Dependent Censoring in an AIDS Clinical Trial with Inverse Probability of Censoring Weighted (IPCW) Log-Rank Tests," Biometrics, The International Biometric Society, vol. 56(3), pages 779-788, September.
    4. A. W. van der Vaart, 1995. "Efficiency. of infinite dimensional M‐ estimators," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 49(1), pages 9-30, March.
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    Cited by:

    1. Pao-sheng Shen, 2014. "Semiparametric regression analysis for clustered doubly-censored data," Computational Statistics, Springer, vol. 29(3), pages 813-828, June.
    2. Pao-sheng Shen, 2012. "Analysis of left-truncated right-censored or doubly censored data with linear transformation models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 584-603, September.
    3. Hongsheng Dai & Marialuisa Restaino & Huan Wang, 2016. "A class of nonparametric bivariate survival function estimators for randomly censored and truncated data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(4), pages 736-751, October.

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