Premium
Actuarial method
Author(s) -
Shyamalkumar Nariankadu
Publication year - 2010
Publication title -
wiley interdisciplinary reviews: computational statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.693
H-Index - 38
eISSN - 1939-0068
pISSN - 1939-5108
DOI - 10.1002/wics.93
Subject(s) - nonparametric statistics , estimator , event (particle physics) , econometrics , statistics , simple (philosophy) , computer science , mathematics , philosophy , physics , epistemology , quantum mechanics
In this article, we present the actuarial method, a simple and popular nonparametric estimator of the unknown distribution of the time to occurrence of an event of interest, especially for data containing a significant proportion of incomplete observations. We discuss its asymptotic properties under the random censorship model and illustrate the method using data from a clinical trial. We also discuss one another closely related estimator under a more restrictive model and provide references to others. Copyright © 2010 John Wiley & Sons, Inc. This article is categorized under: Statistical and Graphical Methods of Data Analysis > Nonparametric Methods Statistical Models > Survival Models