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删失寿命的非参数双变量密度估计

Nonparametric bivariate density estimation for censored lifetimes

Annals of Statistics · 2022
被引 5
ABS 4*

中文导读

本文首次在生存分析中提出右删失双变量寿命联合密度的最优非参数估计方法,基于均方积分误差准则给出极小极大自适应估计理论,并用实例说明问题。

Abstract

It is well known that estimation of a bivariate cumulative distribution function of a pair of right censored lifetimes presents challenges unparalleled to the univariate case where a product-limit Kaplan–Meyer’s methodology typically yields optimal estimation, and the literature on optimal estimation of the joint probability density is next to none. The paper, for the first time in the survival analysis literature, develops the theory and methodology of sharp minimax and adaptive nonparametric estimation of the joint density under the mean integrated squared error (MISE) criterion. The theory shows how an underlying joint density, together with the bivariate distribution of censoring variables, affect the estimation, and what and how may or may not be estimated in the presence of censoring. Practical example illustrates the problem.

生存分析非参数统计密度估计删失数据