Probability density estimation for survival data with censoring indicators missing at random

  • Authors:
  • Qihua Wang;Wei Liu;Chunling Liu

  • Affiliations:
  • Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam, Hong Kong and Academy of Mathematics and Systems Science, Chinese Academy of Science, Beijing 100080, China;Department of Mathematics and Statistics, York University, Toronto, ON M3J 1P3, Canada;Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam, Hong Kong

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2009

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Abstract

In this paper, some nonparametric approaches of density function estimation are developed when censoring indicators are missing at random. A conditional mean score based estimator and a mean score estimator are suggested, respectively. The two estimators are proved to be asymptotically normal and uniformly strongly consistent. The bandwidth selection problem is also discussed. A simulation study is conducted to compare finite-sample behaviors of the proposed estimators.