Density and hazard rate estimation for right censored data using wavelet methods
نویسندگان
چکیده
This paper describes a wavelet method for the estimation of density and hazard rate functions from randomly right censored data. We adopt a nonparametric approach in assuming that the density and hazard rate have no speci c parametric form. The method is based on dividing the time axis into a dyadic number of intervals and then counting the number of events within each interval. The number of events and the survival function of the observations are then separately smoothed over time via linear wavelet smoothers, and then the hazard rate function estimators are obtained by taking the ratio. We prove that the estimators possess pointwise and global mean square consistency, obtain the best possible asymptotic MISE convergence rate and are also asymptotically normally distributed. We also describe simulation experiments that show these estimators are reasonably reliable in practice. The method is illustrated with two real examples. The rst uses survival time data for patients with liver metastases from a colorectal primary tumour without other distant metastases. The second is concerned with times of unemployment for women and the wavelet estimate, through its exibility, provides a new and interesting interpretation.
منابع مشابه
Linear Wavelet-Based Estimation for Derivative of a Density under Random Censorship
In this paper we consider estimation of the derivative of a density based on wavelets methods using randomly right censored data. We extend the results regarding the asymptotic convergence rates due to Prakasa Rao (1996) and Chaubey et al. (2008) under random censorship model. Our treatment is facilitated by results of Stute (1995) and Li (2003) that enable us in demonstrating that the same con...
متن کاملGamma Kernel Estimators for Density and Hazard Rate of Right-Censored Data
The nonparametric estimation for the density and hazard rate functions for right-censored data using the kernel smoothing techniques is considered. The “classical” fixed symmetric kernel type estimator of these functions performs well in the interior region, but it suffers from the problem of bias in the boundary region. Here, we propose new estimators based on the gamma kernels for the density...
متن کاملA Hierarchical Bayesian Approach to the Estimation of Monotone Hazard Rates in the Random Right Censorship Model
Here we study hierarchical Bayesian estimation of a monotone hazard rate for both complete and randomly right censored data. We propose two methods of computation: Monte-Carlo importance sampling and Laplace approximation techniques. These methods are computationally simple and easily implemented on complex hazard functions. They are compared in simulation studies with uncensored and censored d...
متن کاملComparison of three Estimation Procedures for Weibull Distribution based on Progressive Type II Right Censored Data
In this paper, based on the progressive type II right censored data, we consider estimates of MLE and AMLE of scale and shape parameters of weibull distribution. Also a new type of parameter estimation, named inverse estimation, is introdued for both shape and scale parameters of weibull distribution which is used from order statistics properties in it. We use simulations and study the biases a...
متن کاملDensity Estimation of Censored Data with Infinite-Order Kernels
Higher-order accurate density estimation under random right censorship is achieved using kernel estimators from a family of infinite-order kernels. A compatible bandwidth selection procedure is also proposed that automatically adapts to level of smoothness of the underlying lifetime density. The combination of infinite-order kernels with the new bandwidth selection procedure produces a consider...
متن کامل