Abstract Details
Activity Number:
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497
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Type:
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Contributed
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Date/Time:
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Wednesday, August 7, 2013 : 8:30 AM to 10:20 AM
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Sponsor:
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WNAR
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Abstract - #308632 |
Title:
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Long-Term Survival Probabilities and Kaplan-Meier Estimator
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Author(s):
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Jean-Marie TRICOT*+ and Ion Grama and Jean-Francois Petiot
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Companies:
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University of South Brittany and University of South Brittany and University of South Brittany
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Keywords:
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Survival analysis ;
Censored data ;
Survival probabilities ;
Prediction ;
Adaptive estimation
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Abstract:
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The nonparametric Kaplan-Meier estimator is a standard tool for estimating a survival time distribution in a right censoring schema. Our goal is to analyze this estimator in the long term, particularly when the censoring rate is high. We combine the Kaplan-Meier estimator and a parametric-based model into one construction which we call semiparametric Kaplan-Meier estimator. Our estimator incorporates a threshold $t$ in such a way that the survival function is estimated by the Kaplan-Meier estimator on $[0,t]$ and by the exponential distribution on $(t,\infty ).$ Our main result is that with an appropriate choice of the threshold $t$ such an estimate is consistent. Rates of convergence are obtained which in particular cases turn to be nearly optimal. A data driven multiple testing procedure for choosing the threshold $t$ is proposed. As byproduct it provides a goodness-of-fit test for the parametric-based part of the model. Our numerical simulations show that the proposed technique improves Kaplan-Meier's in the long as well as in the mid term.
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