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Nonparametric estimators of the survival function with twice censored data

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Abstract

Patilea and Rolin (Ann Stat 34(2):925–938, 2006) proposed a product-limit estimator of the survival function for twice censored data. In this article, based on a modified self-consistent (MSC) approach, we propose an alternative estimator, the MSC estimator. The asymptotic properties of the MSC estimator are derived. A simulation study is conducted to compare the performance between the two estimators. Simulation results indicate that the MSC estimator outperforms the product-limit estimator and its advantage over the product-limit estimator can be very significant when right censoring is heavy.

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Authors and Affiliations

  1. Department of Statistics, Tunghai University, Taichung, 40704, Taiwan

    Pao-sheng Shen

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  1. Pao-sheng Shen
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Correspondence to Pao-sheng Shen.

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Shen, Ps. Nonparametric estimators of the survival function with twice censored data. Ann Inst Stat Math 63, 1207–1219 (2011). https://doi.org/10.1007/s10463-010-0285-6

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  • DOI: https://doi.org/10.1007/s10463-010-0285-6

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