Reduced bias nonparametric lifetime density and hazard estimation
Author
Abstract
Suggested Citation
DOI: 10.1007/s11749-019-00677-z
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- C. Sánchez-Sellero & W. González-Manteiga & R. Cao, 1999. "Bandwidth Selection in Density Estimation with Truncated and Censored Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 51-70, March.
- Ricardo Cao & Ignacio López-de-Ullibarri, 2007. "Product-type and presmoothed hazard rate estimators with censored data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 355-382, August.
- Jacobo de Uña-Álvarez & Luís Meira-Machado, 2015. "Nonparametric estimation of transition probabilities in the non-Markov illness-death model: A comparative study," Biometrics, The International Biometric Society, vol. 71(2), pages 364-375, June.
- Gijbels, I. & Wang, J. L., 1993. "Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications," Journal of Multivariate Analysis, Elsevier, vol. 47(2), pages 210-229, November.
- Politis, Dimitris N. & Romano, Joseph P., 1999. "Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 1-25, January.
- Arthur Berg & Dimitris Politis, 2009. "Higher-order accurate polyspectral estimation with flat-top lag-windows," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 477-498, June.
- López-de-Ullibarri, Ignacio & Jácome, M. Amalia, 2013. "survPresmooth: An R Package for Presmoothed Estimation in Survival Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 54(i11).
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.- Zhao, Mu & Bai, Fangfang & Zhou, Yong, 2011. "Relative deficiency of quantile estimators for left truncated and right censored data," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1725-1732, November.
- J. M. Vilar & R. Cao & M. C. Ausin & C. Gonzalez-Fragueiro, 2009. "Nonparametric analysis of aggregate loss models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(2), pages 149-166.
- Horváth, Lajos & Rice, Gregory & Whipple, Stephen, 2016. "Adaptive bandwidth selection in the long run covariance estimator of functional time series," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 676-693.
- Bissantz, Nicolai & Holzmann, Hajo, 2007. "Statistical inference for inverse problems," Technical Reports 2007,40, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Prewitt, Kathryn & Gürler, Ulkü, 1999. "Variance of the bivariate density estimator for left truncated right censored data," Statistics & Probability Letters, Elsevier, vol. 45(4), pages 351-358, December.
- Hassan Doosti & Peter Hall, 2016. "Making a non-parametric density estimator more attractive, and more accurate, by data perturbation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 445-462, March.
- Elisa–María Molanes-López & Ricardo Cao, 2008. "Relative density estimation for left truncated and right censored data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(8), pages 693-720.
- Sun, Liuquan & Zhou, Yong, 1998. "Sequential confidence bands for densities under truncated and censored data," Statistics & Probability Letters, Elsevier, vol. 40(1), pages 31-41, September.
- BuHamra, Sana S. & Al-Kandari, N.M.Noriah M. & Ahmed, S. E., 2004. "Inference concerning quantile for left truncated and right censored data," Computational Statistics & Data Analysis, Elsevier, vol. 46(4), pages 819-831, July.
- Langrené, Nicolas & Warin, Xavier, 2021. "Fast multivariate empirical cumulative distribution function with connection to kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
- Gregory Rice & Han Lin Shang, 2017. "A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 591-609, July.
- Ritesh Ramchandani & Dianne M. Finkelstein & David A. Schoenfeld, 2020. "Estimation for an accelerated failure time model with intermediate states as auxiliary information," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(1), pages 1-20, January.
- Susanne M Schennach, 2020.
"A Bias Bound Approach to Non-parametric Inference,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2439-2472.
- Susanne M. Schennach, 2015. "A bias bound approach to nonparametric inference," CeMMAP working papers CWP71/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach, 2015. "A bias bound approach to nonparametric inference," CeMMAP working papers 71/15, Institute for Fiscal Studies.
- Susanne Schennach & Halbert White & Karim Chalak, 2007.
"Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems,"
Boston College Working Papers in Economics
680, Boston College Department of Economics, revised 26 Dec 2009.
- Susanne M. Schennach & Halbert White & Karim Chalak, 2007. "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers CWP31/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gürler, Ülkü & Deniz Yenigün, C., 2011. "Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2856-2870, October.
- Fuino, Michel & Wagner, Joël, 2018. "Long-term care models and dependence probability tables by acuity level: New empirical evidence from Switzerland," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 51-70.
- Niklas Maltzahn & Rune Hoff & Odd O. Aalen & Ingrid S. Mehlum & Hein Putter & Jon Michael Gran, 2021. "A hybrid landmark Aalen-Johansen estimator for transition probabilities in partially non-Markov multi-state models," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(4), pages 737-760, October.
- Sun, Liuquan, 1997. "Bandwidth choice for hazard rate estimators from left truncated and right censored data," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 101-114, December.
- Guibert, Quentin & Planchet, Frédéric, 2018. "Non-parametric inference of transition probabilities based on Aalen–Johansen integral estimators for acyclic multi-state models: application to LTC insurance," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 21-36.
- C. Sánchez-Sellero & W. González-Manteiga & R. Cao, 1999. "Bandwidth Selection in Density Estimation with Truncated and Censored Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 51-70, March.
More about this item
Keywords
Bandwidth estimation; Density estimation; Fourier transform; Hazard function estimation; Infinite-order kernels; Nonparametric estimation; Survival analysis;All these keywords.
Statistics
Access and download statisticsCorrections
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:spr:testjl:v:29:y:2020:i:3:d:10.1007_s11749-019-00677-z. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.