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Survival function estimation when lifetime and censoring time are dependent

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  • Ebrahimi, Nader
  • Molefe, Daniel

Abstract

In this paper we consider a model for dependent censoring and derive a consistent asymptotically normal estimator for the underlying survival distribution from a sample of censored data. The methodology is illustrated with an application to the analysis of cancer data. Some simulations to evaluate the performance of our estimator are also presented. The results indicate that our estimator performs reasonably well in comparison to the other dependent censoring survival curve estimators.

Suggested Citation

  • Ebrahimi, Nader & Molefe, Daniel, 2003. "Survival function estimation when lifetime and censoring time are dependent," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 101-132, October.
    • Handle: RePEc:eee:jmvana:v:87:y:2003:i:1:p:101-132
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    References listed on IDEAS

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    1. J. B. Copas, 1983. "Plotting p Against X," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(1), pages 25-31, March.
    2. Rivest, Louis-Paul & Wells, Martin T., 2001. "A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 138-155, October.
    3. Sarda, P. & Vieu, P., 1991. "Smoothing parameter selection in hazard estimation," Statistics & Probability Letters, Elsevier, vol. 11(5), pages 429-434, May.
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