Strong consistency of presmoothed Kaplan-Meier integrals when covariables are present

It is known that the Kaplan-Meier estimation may be improved via presmoothing methods. In this article, we introduce an extended presmoothed Kaplan-Meier estimator in the presence of covariates. The main result is the strong consistency of general empirical integrals based on such an estimator. As a...

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Bibliographic Details
Published inStatistics (Berlin, DDR) Vol. 38; no. 6; pp. 483 - 496
Main Authors de Uña-Álvarez, Jacobo, Rodríguez-Campos, M. Celia
Format Journal Article
LanguageEnglish
Published Taylor & Francis 01.12.2004
Subjects
Censoring
Covariates
Martingales
Presmoothing
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Summary:It is known that the Kaplan-Meier estimation may be improved via presmoothing methods. In this article, we introduce an extended presmoothed Kaplan-Meier estimator in the presence of covariates. The main result is the strong consistency of general empirical integrals based on such an estimator. As applications, one can obtain a consis-tent multivariate empirical distribution under censoring, and also can obtain a consistent estimation of regression parameters. We illustrate the new estimation methods through simulations and real data analysis.
ISSN:0233-1888
1029-4910
DOI:10.1080/02331880412331316065