Integrated Square Error of Hazard Rate Estimation for Survival Data with Missing Censoring Indicators

被引：2
|
作者：
Zou, Yuye [1 ]
Fan, Guoliang [1 ]
Zhang, Riquan [2 ]
机构：
[1] Shanghai Maritime Univ, Sch Econ & Management, Shanghai 201306, Peoples R China
[2] East China Normal Univ, Sch Stat, Key Lab Adv Theory & Applicat Stat & Data Sci MOE, Shanghai 200062, Peoples R China
来源：
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2021年 / 34卷 / 02期
基金：
中国国家自然科学基金; 上海市自然科学基金; 中国博士后科学基金;
关键词：
Asymptotic normality; integrated square error; missing at random; right-censored model; PRODUCT-LIMIT ESTIMATORS; KERNEL DENSITY; REGRESSION; THEOREM;
D O I：
10.1007/s11424-021-9307-0
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The problem of hazard rate estimation under right-censored assumption has been investigated extensively. Integrated square error (ISE) of estimation is one of the most widely accepted measurements of the global performance for nonparametric kernel estimation. But there are no results available for ISE of hazard rate estimation under right-censored model with censoring indicators missing at random (MAR) so far. This paper constructs an imputation estimator of the hazard rate function and establish asymptotic normality of the ISE for the kernel hazard rate estimator with censoring indicators MAR. At the same time, an asymptotic representation of the mean integrated square error (MISE) is also presented. The finite sample behavior of the estimator is investigated via one simple simulation.
引用
收藏
页码：735 / 758
页数：24
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