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Nonparametric predictive inference with right-censored data.

Coolen, F. P. A. and Yan, K. J. (2004) 'Nonparametric predictive inference with right-censored data.', Journal of statistical planning and inference., 126 (1). pp. 25-54.

Abstract

We present a new method of statistical inference for data that include right-censored observations. The method is based on Hill's A(n), a generalization of this assumption is introduced explicitly to deal with right-censored observations. We derive bounds for the predictive survival function. We compare this approach with Berliner and Hill's A(n)-based method and with Kaplan and Meier's product-limit estimator. One of the attractive features of our method is detailed graphical presentation of the effects of right-censoring.

Item Type:Article
Keywords:Exchangeability, Noninformative censoring, Nonparametrics, Prediction, Right-censored data, Survival analysis.
Full text:Full text not available from this repository.
Publisher Web site:http://dx.doi.org/10.1016/j.jspi.2003.07.004
Record Created:26 Apr 2007
Last Modified:31 Mar 2010 12:09

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