Strong consistency of presmoothed Kaplan-Meier integrals when covariables are present

被引:13
|
作者
de Uña-Alvarez, J [1 ]
Rodríguez-Campos, MC [1 ]
机构
[1] Univ Vigo, Fac Ciencias Econ & Empresariales, Vigo 36310, Spain
关键词
censoring; covariates; martingales; presmoothing;
D O I
10.1080/02331880412331316065
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
It is known that the Kaplan-Meier estimation may be improved via presmoothing methods. In this article, we introduce an extended presmoothed Kaplan-Meier estimator in the presence of covariates. The main result is the strong consistency of general empirical integrals based on such an estimator. As applications, one can obtain a consistent multivariate empirical distribution under censoring, and also can obtain a consistent estimation of regression parameters. We illustrate the new estimation methods through simulations and real data analysis.
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页码:483 / 496
页数:14
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