Nonparametric Bayesian estimation of a survival curve with dependent censoring mechanism
type: Item
instance of: scholarly article
title: Nonparametric Bayesian estimation of a survival curve with dependent censoring mechanism
zbMATH Open document ID: 0572.62035
author: V. Susarla
author: Eswar G. Phadia
published in: Annals of the Institute of Statistical Mathematics
publication date: 1983-01-01T00:00:00Z
review text: Let \((X_ 1,Y_ 1),...,(X_ N,Y_ N)\) be a random sample from a bivariate distribution function F corresponding to a Dirichlet process on \({\mathbb{R}}_+^ 2\). Under the squared error loss function the Bayes estimator of F is obtained, which is based on observing only \((\delta_ i,\min (X_ i,Y_ i))\), where \(\delta_ i=1\) if \(X_ i\leq Y_ i\) and \(=0\) otherwise, \(i=1,2,...,n.\) It should be pointed out that \(X_ i\) and \(Y_ i\) need not be independent which is the usual assumption in survival analysis models. An example of the estimator is given when Freunds' bivariate exponential is assumed as the parameter of the Dirichlet process. Numerical comparison of this estimator and some other estimators in the independent case is also presented.
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 3913459
zbMATH Keywords: censoring
zbMATH Keywords: competing risk model
zbMATH Keywords: dependent samples
zbMATH Keywords: bivariate distribution
zbMATH Keywords: Dirichlet process
zbMATH Keywords: squared error loss
zbMATH Keywords: survival analysis
zbMATH Keywords: Freunds' bivariate exponential
MaRDI profile type: Publication
cites work: Q4179683
cites work: A Bayesian analysis of some nonparametric problems
cites work: Bayesian nonparametric estimation based on censored data
cites work: Identification of the Ordered Bivariate Normal Distribution by Minimum Variate
cites work: Q5615180
cites work: Nonparametric Estimation from Incomplete Observations
cites work: Models for censored survival analysis: A cone class of variable-sum models
cites work: Estimating dependent life lengths, with applications to the theory of competing risks
cites work: Numerical analysis of a generalized plane elastica
cites work: Nonparametric Bayesian Estimation of Survival Curves from Incomplete Observations
description: scientific article; zbMATH DE number 3913459