Hazard Rate Estimation for Censored Data via Strong Representation of the Kaplan-Meier Estimator.

reportActive / Technical Report | Accession Number: ADA172031 | Open PDF

Abstract:

This document studies the estimation of a hazard rate function based on censored data by the kernel smoothing method. Our technique is facilitated by a recent result of Lo and Singh 1984 which establishes a strong uniform approximation of the Kaplan-Meier estimator by an average of independent random variables. Pointwise and uniform strong consistency are derived, as well as the mean squared error expression and asymptotic normality, which is obtained using a more traditional method, as compared with the Hajek projection employed by Tanner and Wong 1983. Author

Author(s):
Lo, S. H. ; Mack, Y. P. ; Wang, J. L.
Author Organization(s):
CALIFORNIA UNIV DAVIS INTERCOLLEGE DIV OF STATISTICS
Descriptive Note:
Technical rept.,
Supplementary Note:
DOI: 10.21236/ADA172031
Pagination:
0035

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
UCD-STATISTICS-64, AFOSR-TR-86-0694
Contract/Grant Number(s):
AFOSR-85-0268
Task Number(s):
A5
Project Number(s):
2304
Monitor Series:
TR-86-0694
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_5.3_Planning; JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_1.2.3_Educating; JCA_1.2.5_Lessons Learned
Modernization Areas:
Fully Networked C3
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
*HAZARDS, *ESTIMATES, *STATISTICAL ANALYSIS, RANDOM VARIABLES, CONSISTENCY, KERNEL FUNCTIONS, APPROXIMATION(MATHEMATICS), ASYMPTOTIC NORMALITY
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
Kaplan Meier estimator, Hazard rate, Smoothing(mathematics), Censored data, WUAFOSR2304A5, PE61102F
Report Date:
1985 Aug 01