Nonparametric predictive inference with right-censored data

Coolen, F.P.A.; Yan, K.J.

doi:10.1016/j.jspi.2003.07.004

Nonparametric predictive inference with right-censored data

Coolen, F.P.A.; Yan, K.J.

Authors

Professor Frank Coolen frank.coolen@durham.ac.uk
Professor

K.J. Yan

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.

Citation

Coolen, F., & Yan, K. (2004). Nonparametric predictive inference with right-censored data. Journal of Statistical Planning and Inference, 126(1), 25-54. https://doi.org/10.1016/j.jspi.2003.07.004

Journal Article Type	Article
Publication Date	Nov 1, 2004
Deposit Date	Apr 26, 2007
Journal	Journal of Statistical Planning and Inference
Print ISSN	0378-3758
Publisher	Elsevier
Peer Reviewed	Peer Reviewed
Volume	126
Issue	1
Pages	25-54
DOI	https://doi.org/10.1016/j.jspi.2003.07.004
Keywords	Exchangeability, Noninformative censoring, Nonparametrics, Prediction, Right-censored data, Survival analysis.