Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation

Verfasser / Beitragende:
[Takeshi Emura, Yoshihiko Konno, Hirofumi Michimae]
Ort, Verlag, Jahr:
2015
Enthalten in:
Lifetime Data Analysis, 21/3(2015-07-01), 397-418
Format:
Artikel (online)
ID: 605476098
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024 7 0 |a 10.1007/s10985-014-9297-5  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10985-014-9297-5 
245 0 0 |a Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation  |h [Elektronische Daten]  |c [Takeshi Emura, Yoshihiko Konno, Hirofumi Michimae] 
520 3 |a Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset. 
540 |a Springer Science+Business Media New York, 2014 
690 7 |a Asymptotic variance  |2 nationallicence 
690 7 |a Bootstrap  |2 nationallicence 
690 7 |a Confidence band  |2 nationallicence 
690 7 |a Goodness-of-fit test  |2 nationallicence 
690 7 |a Survival analysis  |2 nationallicence 
700 1 |a Emura  |D Takeshi  |u Graduate Institute of Statistics, National Central University, Zhongli, Taiwan  |4 aut 
700 1 |a Konno  |D Yoshihiko  |u Department of Mathematical and Physical Sciences, Japan Women's University, Tokyo, Japan  |4 aut 
700 1 |a Michimae  |D Hirofumi  |u Department of Clinical Medicine (Biostatistics), School of Pharmacy, Kitasato University, Tokyo, Japan  |4 aut 
773 0 |t Lifetime Data Analysis  |d Springer US; http://www.springer-ny.com  |g 21/3(2015-07-01), 397-418  |x 1380-7870  |q 21:3<397  |1 2015  |2 21  |o 10985 
856 4 0 |u https://doi.org/10.1007/s10985-014-9297-5  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10985-014-9297-5  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Emura  |D Takeshi  |u Graduate Institute of Statistics, National Central University, Zhongli, Taiwan  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Konno  |D Yoshihiko  |u Department of Mathematical and Physical Sciences, Japan Women's University, Tokyo, Japan  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Michimae  |D Hirofumi  |u Department of Clinical Medicine (Biostatistics), School of Pharmacy, Kitasato University, Tokyo, Japan  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Lifetime Data Analysis  |d Springer US; http://www.springer-ny.com  |g 21/3(2015-07-01), 397-418  |x 1380-7870  |q 21:3<397  |1 2015  |2 21  |o 10985