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Consistent Estimation Under Random Censorship When Covariables Are Present

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Author Info
Stute, W.
Abstract

Assume that (Xi, Yi), 1 <= i <= n, are independent (p + 1)-variate vectors, where each Yi is at risk of being censored from the right and Xi is a vector of observable covariables. We introduce a (p + 1)-dimensional extension of the Kaplan-Meier estimator and show its consistency. Also a general strong law for Kaplan-Meier integrals is proved, which, e.g., may be utilized to prove consistency of a new regression parameter estimator under random censorship.

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Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 45 (1993)
Issue (Month): 1 (April)
Pages: 89-103
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Handle: RePEc:eee:jmvana:v:45:y:1993:i:1:p:89-103

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  1. Jesus Orbe & Eva Ferreira & Vicente Nunez-Anton, 2001. "Analysis of Length of Time Spent in Chapter 11 Bankruptcy," BILTOKI 200101, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
  2. Jesus Orbe & Eva Ferreira & Vicente Nunez-Anton, 2000. "Survival Analysis Using a Censored Semiparametric Regression Model," BILTOKI 200007, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
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