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Shape-constrained estimation for current duration data in cross-sectional studies

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  • Chi Wing Chu

    (City University of Hong Kong Kowloon Tong)

  • Hok Kan Ling

    (Queen’s University Kingston)

Abstract

We study shape-constrained nonparametric estimation of the underlying survival function in a cross-sectional study without follow-up. Assuming the rate of initiation event is stationary over time, the observed current duration becomes a length-biased and multiplicatively censored counterpart of the underlying failure time of interest. We focus on two shape constraints for the underlying survival function, namely, log-concavity and convexity. The log-concavity constraint is versatile as it allows for log-concave densities, bi-log-concave distributions, increasing densities, and multi-modal densities. We establish the consistency and pointwise asymptotic distribution of the shape-constrained estimators. Specifically, the proposed estimator under log-concavity is consistent and tuning-parameter-free, thus circumventing the well-known inconsistency issue of the Grenander estimator at 0, where correction methods typically involve tuning parameters.

Suggested Citation

  • Chi Wing Chu & Hok Kan Ling, 2025. "Shape-constrained estimation for current duration data in cross-sectional studies," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 31(3), pages 595-630, July.
  • Handle: RePEc:spr:lifeda:v:31:y:2025:i:3:d:10.1007_s10985-025-09658-x
    DOI: 10.1007/s10985-025-09658-x
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