Estimation of the density for censored and contaminated data
Consider a situation where one is interested in estimating the density of a survival time that is subject to random right censoring and measurement errors. This happens often in practice, like in public health (pregnancy length), medicine (duration of infection), ecology (duration of forest fire), a...
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Published in | Stat (International Statistical Institute) Vol. 13; no. 1 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
2024
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Subjects | |
Online Access | Get full text |
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Summary: | Consider a situation where one is interested in estimating the density of a survival time that is subject to random right censoring and measurement errors. This happens often in practice, like in public health (pregnancy length), medicine (duration of infection), ecology (duration of forest fire), among others. We assume a classical additive measurement error model with Gaussian noise and unknown error variance and a random right censoring scheme. Under this setup, we develop minimal conditions under which the assumed model is identifiable when no auxiliary variables or validation data are available, and we offer a flexible estimation strategy using Laguerre polynomials for the estimation of the error variance and the density of the survival time. The asymptotic normality of the proposed estimators is established, and the numerical performance of the methodology is investigated on both simulated and real data on gestational age. |
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Bibliography: | The research of I. Van Keilegom and E. Kekeç was supported by the European Research Council (2016‐2022, Horizon 2020 / ERC grant agreement no. 694409). In addition, I. Van Keilegom gratefully acknowledges funding from the FWO and F.R.S.‐FNRS under the Excellence of Science (EOS) programme, project ASTeRISK (grant no. 40007517). |
ISSN: | 2049-1573 2049-1573 |
DOI: | 10.1002/sta4.651 |