Nonparametric estimation of multivariate distribution function for truncated and censored lifetime data
نویسندگان
چکیده
منابع مشابه
Nonparametric estimation of multivariate distribution function for truncated and censored lifetime data
In this article we consider a number of models for the statistical data generation in different areas of insurance, including life, pension and non-life insurance. Insurance statistics are usually truncated and censored, and often are multidimensional. There are algorithms for estimating the distribution function for such data but they are applicable for one-dimensional case. The most effective...
متن کاملNonparametric estimation of the multivariate distribution function in a censored regression model with applications
In a regression model with univariate censored responses, a new estimator of the joint distribution function of the covariates and response is proposed, under the assumption that the response and the censoring variable are independent conditionally to the covariates. This estimator is based on the conditional Kaplan-Meier estimator of Beran (1981), and happens to be an extension of the multivar...
متن کاملLikelihood Inference for Left Truncated and Right Censored Lifetime Data
Left truncation and right censoring arise naturally in lifetime data. Left truncation arises because in many situations, failure of a unit is observed only if it fails after a certain period. Often, the units under study may not be followed until all of them fail and the experimenter may have to stop at a certain time when some of the units may still be working. This introduces right censoring ...
متن کاملNonparametric Estimation of the Bivariate Survival Function with Truncated Data
Randomly left or right truncated observations occur when one is concerned with estimation of the distribution of time between two events and when one only observes the time if one of the two events falls in a fixed time-window, so that longer survival times have higher probability to be part of the sample than short survival times. In important AIDSapplications the time between seroconversion a...
متن کاملEstimation of Parameters for an Extended Generalized Half Logistic Distribution Based on Complete and Censored Data
This paper considers an Extended Generalized Half Logistic distribution. We derive some properties of this distribution and then we discuss estimation of the distribution parameters by the methods of moments, maximum likelihood and the new method of minimum spacing distance estimator based on complete data. Also, maximum likelihood equations for estimating the parameters based on Type-I and Typ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: European Actuarial Journal
سال: 2019
ISSN: 2190-9733,2190-9741
DOI: 10.1007/s13385-019-00194-1