Prediction from Randomly Right Censored Data

Prediction from randomly right censored data

Let X be a random vector taking values in IR d , let Y be a bounded random variable, and let C be a right censoring random variable operating on Y. It is assumed that C is independent of (X; Y), the distribution function of C is continuous and the support of the distribution of Y is a proper subset of the support of the distribution of C. Given a sample fX i ; minfY i ; C i g; I Y i C i ] g and...

Smoothing Spline Regression Estimates for Randomly Right Censored Data

Improved Cramer-Rao Inequality for Randomly Censored Data

As an application of the improved Cauchy-Schwartz inequality due to Walker (Statist. Probab. Lett. (2017) 122:86-90), we obtain an improved version of the Cramer-Rao inequality for randomly censored data derived by Abdushukurov and Kim (J. Soviet. Math. (1987) pp. 2171-2185). We derive a lower bound of Bhattacharya type for the mean square error of a parametric function based on randomly censor...

Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data

In biomedical research, weighted logrank tests are frequently applied to compare two samples of randomly right censored survival times. We address the question how to combine a number of weighted logrank statistics to achieve good power of the corresponding survival test for a whole linear space or cone of alternatives, which are given by hazard rates. This leads to a new class of semiparametri...

Non-Bayesian Estimation and Prediction under Weibull Interval Censored Data

In this paper, a one-sample point predictor of the random variable X is studied. X is the occurrence of an event in any successive visits $L_i$ and $R_i$ :i=1,2…,n (interval censoring). Our proposed method is based on finding the expected value of the conditional distribution of X given $L_i$ and $R_i$ (i=1,2…,n). To make the desired prediction, our approach is on the basis of approximating the...