Cumulative distribution function estimation under interval censoring case 1

نویسندگان

  • Elodie Brunel
  • Fabienne Comte
چکیده

We consider projection methods for the estimation of cumulative distribution function under interval censoring, case 1. Such censored data also known as current status data, arise when the only information available on the variable of interest is whether it is greater or less than an observed random time. Two types of adaptive estimators are investigated. The first one is a two-step estimator built as a quotient estimator. The second estimator results from a mean square regression contrast. Both estimators are proved to achieve automatically the standard optimal rate associated with the unknown regularity of the function, but with some restriction for the quotient estimator. Simulation experiments are presented to illustrate and compare the methods. March 2008 AMS Classification (2001): 62G05; 62G20.

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تاریخ انتشار 2008