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Almost sure convergence for ratios of delta functions establishes global and local strong consistency for a variety of estimates and data generations. For instance, the empirical probability function from independent identically distributed random vectors, the empirical distribution for...
Persistent link: https://www.econbiz.de/10010300694
Duration data often suffer from both left-truncation and right-censoring. We show how both deficiencies can be overcome at the same time when estimating the hazard rate nonparametrically by kernel smoothing with the nearest-neighbor bandwidth. Smoothing Turnbull’s estimator of the cumulative...
Persistent link: https://www.econbiz.de/10010998856
Almost sure convergence for ratios of delta functions establishes global and local strong consistency for a variety of estimates and data generations. For instance, the empirical probability function from independent identically distributed random vectors, the empirical distribution for...
Persistent link: https://www.econbiz.de/10009216903
Insurance loss data are usually in the form of left-truncation and right-censoring due to deductibles and policy limits, respectively. This paper investigates the model uncertainty and selection procedure when various parametric models are constructed to accommodate such left-truncated and...
Persistent link: https://www.econbiz.de/10014435618
Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with...
Persistent link: https://www.econbiz.de/10011489912
Persistent link: https://www.econbiz.de/10011591020
Abstract Modern longitudinal studies collect feature data at many timepoints, often of the same order of sample size. Such studies are typically affected by dropout and positivity violations. We tackle these problems by generalizing effects of recent incremental interventions (which shift...
Persistent link: https://www.econbiz.de/10014610908
Medical cost has received increasing interest recently in Biostatistics and public health. Statistical analysis and inference of life time medical cost have been challenging by the fact that the survival times are censored on some study subjects and their subsequent cost are unknown. Huang...
Persistent link: https://www.econbiz.de/10009463368
Kendall and Gehan estimating functions are used to estimate the regression parameter in accelerated failure time (AFT) model with censored observations. The accelerated failure time model is the preferred survival analysis method because it maintains a consistent association between the...
Persistent link: https://www.econbiz.de/10009480800
Persistent link: https://www.econbiz.de/10012649217