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Nonparametric Estimation from Incomplete Observations

Kaplan, E. L., Meier, Paul·1992·Springer Series in Statistics

Abstract

Abstract In lifetesting, medical follow-up, and other fields the observation of the time of occurrence of the event of interest (called a death) may be prevented for some of the items of the sample by the previous occurrence of some other event (called a loss). Losses may be either accidental or controlled, the latter resulting from a decision to terminate certain observations. In either case it is usually assumed in this paper that the lifetime (age at death) is independent of the potential loss time; in practice this assumption deserves careful scrutiny. Despite the resulting incompleteness of the data, it is desired to estimate the proportion P(t) of items in the population whose lifetimes would exceed t (in the absence of such losses), without making any assumption about the form of the function P(t). The observation for each item of a suitable initial event, marking the beginning of its lifetime, is presupposed. For random samples of size N the product-limit (PL) estimate can be defined as follows: L...

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Research works printed but not linked: 23

  1. Bailey. W.G.. and Haycocks, H.W, “A synthesis of methods of deriving measures of decrement from observed data.” Journal of the Institute of Actuaries, 73 (1947). 179–212. · DOI
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  5. Berkson. J., “Estimation of the interval rate in actuarial calculations: a critique of the person-years concept.” (Summary) Journal of the American Statistical Association 49 (1954). 363.
  6. Böhmer, P.E., “Theorie der unabhängigen Wahrscheinlichkeiten,” Rapports. Mémoires et Prooès-verbaux de Septième Congrès International d’Actuaires, Amsterdam. 2 (1912), 327–43.
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  8. Davis, D.J., “An analysis of some failure data,” Journal of the American Statistical Association 47 (1952), 113–150. · DOI
  9. Epstein, Benjamin, and Sobel, Milton, “Lifetesting,” Journal of the American Statistical Association. 48 (1953). 486–502. · DOI
  10. Epstein, Benjamin, and Sobel, Milton, “Some theorems relevant to lifetesting from an exponential distribution,” Annals of Mathematical Statistics. 25 (1954), 373–81. · DOI · Paper page
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  14. Hald, A., “Maximum likelihood estimation of the parameters of a normal distri¬bution which is truncated at a known point.” Skandinavisk Aktuarietidskrift, 32 (1949) 119–34.
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  16. Irwin. J.O., “The standard error of an estimate of expcctational life.” Journal of Hygiene, 47 (1949), 188–9. · DOI
  17. Littell, A.S., “Estimation of the T-year survival rate from follow-up studies over a limited period of time,” Human Biology, 24 (1952), 87–116.
  18. Merrell, Margaret, “Time-specific life tables contrasted with observed survivorship,” Biometrics. 3 (1947), 129 - 36. · DOI
  19. Sartwell, P.E., and Merrell. M. “Influence of the dynamic character of chronic disease on the interpretation of morbidity rates,” American Journal of Public Health, 42 (1952), 579–84. · DOI
  20. Savage. I.R., “Bibliography of nonparametric statistics and related topics.” Journal of the American Statistical Association, 48 (1953), 844–906. · DOI
  21. Seal, H.L., “The estimation of mortality and other decremental probabilities,” Skamlinavisk Aktuarletidskrift, 37 (1954), 137–62.
  22. Stephan. F.F., “The expected value and variance of the reciprocal and other negative powers of a positive Bernoullian variate,” Annals of Mathematical Statistics, 16 (1945), 50–61. · DOI
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Metadata

Authors
Kaplan, E. L., & Meier, P.
Venue
Springer Series in Statistics
Published
1992
Pages
319-337
ISSN
0172-7397 (ISSN-L)
OpenAlex
W1979300931
Cited by
45,181
References
0
FWCI
732.91
Type
book chapter
Language
en
Open access
closed

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