Title of article
Asymptotically efficient estimation under semi-parametric random censorship models
Author/Authors
Dikta، نويسنده , , Gerhard، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2014
Pages
15
From page
10
To page
24
Abstract
We study the estimation of some linear functionals which are based on an unknown lifetime distribution. The observations are assumed to be generated under the semi-parametric random censorship model (SRCM), that is, a random censorship model where the conditional expectation of the censoring indicator given the observation belongs to a parametric family. Under this setup a semi-parametric estimator of the survival function was introduced by the author. If the parametric model assumption is correct, it is known that the estimated functional which is based on this semi-parametric estimator is asymptotically at least as efficient as the corresponding one which rests on the nonparametric Kaplan–Meier estimator.
s paper we show that the estimated functional which is based on this semi-parametric estimator is asymptotically efficient with respect to the class of all regular estimators under this semi-parametric model.
Keywords
Survival analysis , Censored data , Semi-parametric random censorship model , Asymptotic efficiency
Journal title
Journal of Multivariate Analysis
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566556
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