Mathematics – Statistics Theory
Scientific paper
2004-09-10
Annals of Statistics 2004, Vol. 32, No. 4, 1533-1555
Mathematics
Statistics Theory
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat
Scientific paper
10.1214/009053604000000508
One goal in survival analysis of right-censored data is to estimate the marginal survival function in the presence of dependent censoring. When many auxiliary covariates are sufficient to explain the dependent censoring, estimation based on either a semiparametric model or a nonparametric model of the conditional survival function can be problematic due to the high dimensionality of the auxiliary information. In this paper, we use two working models to condense these high-dimensional covariates in dimension reduction; then an estimate of the marginal survival function can be derived nonparametrically in a low-dimensional space. We show that such an estimator has the following double robust property: when either working model is correct, the estimator is consistent and asymptotically Gaussian; when both working models are correct, the asymptotic variance attains the efficiency bound.
No associations
LandOfFree
Estimating marginal survival function by adjusting for dependent censoring using many covariates does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Estimating marginal survival function by adjusting for dependent censoring using many covariates, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Estimating marginal survival function by adjusting for dependent censoring using many covariates will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-245589