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Density estimation under the koziol‐green model of censoring by penalized likelihood methods
Author(s) -
Gijbels I.,
Klonias V. K.
Publication year - 1991
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315534
Subject(s) - censoring (clinical trials) , hellinger distance , estimator , mathematics , statistics , maximum likelihood , asymptotic distribution , econometrics
We propose two density estimators of the survival distribution in the setting of the Koziol‐Green random‐censoring model. The estimators are obtained by maximum‐penalized‐likelihood methods, and we provide an algorithm for their numerical evaluation. We establish the strong consistency of the estimators in the Hellinger metric, the L p ‐norms, p = 1,2, ∞, and a Sobolev norm, under mild conditions on the underlying survival density and the censoring distribution.