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Title: | Presmoothed Kaplan-Meier and Nelson-Aalen estimators | Authors: | Cao, R Lopez-De-Ullibarri, I JANSSEN, Paul VERAVERBEKE, Noel |
Issue Date: | 2005 | Publisher: | TAYLOR & FRANCIS LTD | Source: | JOURNAL OF NONPARAMETRIC STATISTICS, 17(1). p. 31-56 | Abstract: | In this article, a modification of the Kaplan-Meier and Nelson-Aalen estimators in the right random censorship model is studied. The new estimators are obtained by replacing the censoring indicator variables in the classical definitions by values of a nonparametric regression estimator. Asymptotic normality is obtained and it is shown that this presmoothing idea leads to a gain in asymptotic mean squared error. A local plug-in bandwidth selector is introduced and the problem of optimal pilot bandwidth selection for this estimator is studied. The gain of the presmoothed estimators with automatic plug-in bandwidth selector is demonstrated in a simulation study. | Notes: | Univ Coruna, Escuela Univ Politecn, Dept Matemat, La Coruna 15405, Spain. Univ Coruna, Fac Informat, Dept Matemat, La Coruna 15071, Spain. Limburgs Univ Ctr, B-3590 Diepenbeek, Belgium.Lopez-De-Ullibarri, I, Univ Coruna, Escuela Univ Politecn, Dept Matemat, Campus Serantes, La Coruna 15405, Spain.ilu@udc.es | Keywords: | bandwidth selection; censored data; kernel smoothing; plug-in bandwidth | Document URI: | http://hdl.handle.net/1942/2073 | ISSN: | 1048-5252 | e-ISSN: | 1029-0311 | DOI: | 10.1080/10485250410001713981 | ISI #: | 000226670400003 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2006 |
Appears in Collections: | Research publications |
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