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Estimating a survival function with doubly censored data in a proportional hazard model

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  • M. D. Esteban
  • D. Morales

Abstract

This article presents a non‐parametric estimator of a survival function in a proportional hazard model when some of the data are censored on the left and some are censored on the right. The proposed method generalizes the work of Ebrahimi (1985). Uniformly strong consistency and asymptotic normality of the estimator are proved. A computer simulation study is presented to analyse the behaviour of the estimator when model assumptions fit the data and when they do not fit.

Suggested Citation

  • M. D. Esteban & D. Morales, 1995. "Estimating a survival function with doubly censored data in a proportional hazard model," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 11(2), pages 145-157, June.
    • Handle: RePEc:wly:apsmda:v:11:y:1995:i:2:p:145-157
    DOI: 10.1002/asm.3150110205
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