Estimation for semi-Markov models with partial observations via self-consistency equations
Author:
Odile Pons - Email: a
| Affiliation: | a INRA, Math matiques et Informatique Appliqu es, France |
DOI:
10.1080/02331880600766688
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
Nonparametric estimators of the survival function S(t) = P(T ≥ t) for a partially observed time variable T have been defined by several methods, in particular, by integral self-consistency equations. The author establishes explicit expressions of the estimators in an additive form and extend this approach to several cases: a left-truncated and right-censored variable and the left-censored or left-truncated sojourn times of a right-censored semi-Markov process. These estimators are always identical to the product-limit estimators if hazard functions may be defined.
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| Keywords: Censoring; Self-consistency; Semi-Markov process; Truncation |
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