原创力文档a self-consistent estimator of survival function with interval-censored and left-truncated data：区间删失和截断数据的生存函数自相合估计.pdfVIP
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a self-consistent estimator of survival function with interval-censored and left-truncated data：区间删失和截断数据的生存函数自相合估计
Journal of the Korean Statistical Society 44 (2015) 211–220
Contents lists available at ScienceDirect
Journal of the Korean Statistical Society
journal homepage: /locate/jkss
A self-consistent estimator of survival function with
interval-censored and left-truncated data
Pao-sheng Shen
Department of Statistics, Tunghai University, Taichung, 40704, Taiwan
a r t i c l e i n f o a b s t r a c t
Article history: Interval censoring refers to a situation in which, Ti∗ , the time to occurrence of an event
Received 4 April 2013 of interest is only known to lie in an interval [L∗ , R∗]. In some cases, the variable T ∗ also
i i i
Accepted 13 August 2014 suffers left-truncation. The nonparametric maximum likelihood estimator (NPMLE) of the
Available online 11 September 2014 survival function of Ti∗ can be obtained by using an EM algorithm of Turnbull (1976). One
disadvantage of the NPMLE is that it is not uniquely defined in the innermost intervals. In
AMS 2000 subject classifications: this article, we propose a self-consistent estimator (SCE), which does not require interpo-
primary 62N01
lation. Furthermore, we show that the NPMLE is also an SCE. We establish the consistency
secondary 62N02
of the SCE under certain conditions, which implies that the NPMLE is als
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