JSM 2004 Online Program

Abstract #301845

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Activity Number:	435
Type:	Contributed
Date/Time:	Thursday, August 12, 2004 : 10:30 AM to 12:20 PM
Sponsor:	SSC
Abstract - #301845
Title:	Efficient Estimation in the Missing Censoring Indicator Model
Author(s):	Sundar Subramanian*+
Companies:	University of Maine
Address:	5752 Neville Hall, Orono, ME, 04469-5752,
Keywords:	functional delta method ; Wiener process ; efficiency bound ; kernel density estimator ; independent increments ; almost sure representation
Abstract:	The "inverse-probability-of-nonmissingness" estimator of a survival function is an attractive alternative to the currently existing estimators in the random censorship model when the censoring indicator is missing at random. The estimator is based on well-known empirical estimators and a kernel estimate for the conditional probability of nonmissingness of the censoring indicator. Asymptotic normality, weak convergence, asymptotic efficiency, and the approximate mean squared error of the estimator as a function of the bandwidth are discussed.

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