On the role of Volterra integral equations in self-consistent, product-limit, inverse probability of censoring weighted, and redistribution-to-the-right estimators for the survival function.
Lifetime Data Anal
; 30(3): 649-666, 2024 Jul.
Article
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| MEDLINE
| ID: mdl-38512595
ABSTRACT
This paper reconsiders several results of historical and current importance to nonparametric estimation of the survival distribution for failure in the presence of right-censored observation times, demonstrating in particular how Volterra integral equations help inter-connect the resulting estimators. The paper begins by considering Efron's self-consistency equation, introduced in a seminal 1967 Berkeley symposium paper. Novel insights provided in the current work include the observations that (i) the self-consistency equation leads directly to an anticipating Volterra integral equation whose solution is given by a product-limit estimator for the censoring survival function; (ii) a definition used in this argument immediately establishes the familiar product-limit estimator for the failure survival function; (iii) the usual Volterra integral equation for the product-limit estimator of the failure survival function leads to an immediate and simple proof that it can be represented as an inverse probability of censoring weighted estimator; (iv) a simple identity characterizes the relationship between natural inverse probability of censoring weighted estimators for the survival and distribution functions of failure; (v) the resulting inverse probability of censoring weighted estimators, attributed to a highly influential 1992 paper of Robins and Rotnitzky, were implicitly introduced in Efron's 1967 paper in its development of the redistribution-to-the-right algorithm. All results developed herein allow for ties between failure and/or censored observations.
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Texto completo:
1
Colección:
01-internacional
Banco de datos:
MEDLINE
Asunto principal:
Modelos Estadísticos
Límite:
Humans
Idioma:
En
Revista:
Lifetime Data Anal
Año:
2024
Tipo del documento:
Article
País de afiliación:
Estados Unidos