Far East Journal of Theoretical Statistics
Volume 29, Issue 2, Pages 137 - 148
(November 2009)
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ESTIMATING THE CONVOLUTION OF DISTRIBUTIONS UNDER THE PARTIAL KOZIOL-GREEN MODEL OF RANDOM CENSORSHIP
Ke Wu (U.S.A.)
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Abstract: We consider the convolution of distributions estimation problem with randomly right censored data under the partial Koziol-Green (PKG) model, which allows the lifetimes to be censored by two types of variables, one of which censors in an informative way and the other in a non-informative way. In this paper, an estimator is proposed for the convolution of distribution functions under the PKG model. Our estimator uses the partial ACL estimator for the survival function under the PKG model instead of the product limit estimator of Kaplan and Meier [7] that is used in Lagakos and Reid [9]. The asymptotic distribution of the new estimator is established. |
Keywords and phrases: convolution, influence function, partial Koziol-Green model, random censorship, partial ACL estimator, product limit estimator. |
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