Far East Journal of Theoretical Statistics
Volume 12, Issue 1, Pages 1 - 11
(January 2004)
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ESTIMATING THE CONVOLUTION OF DISTRIBUTIONS UNDER THE KOZIOL-GREEN MODEL OF RANDOM CENSORSHIP
Ke Wu (U. S. A.)
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Abstract: An estimator is proposed for the convolution of distribution functions under the Koziol-Green (K-G) model of random censorship in which the survival distribution of the censoring times is some power of the survival distribution of the lifetimes. Our estimator uses the maximum likelihood estimator for the survival function instead of the product limit estimator of Kaplan and Meier [J. Amer. Statist. Assoc. 53 (1958), 457-481] that is used in Lagakos and Reid [Biometrika 68 (1981), 113-117]. The asymptotic distribution of the new estimator is established. |
Keywords and phrases: convolution, influence function, Koziol-Green model, random censorship, maximum likelihood estimator, product limit estimator. |
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