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On consistency of the self-consistent estimator of survival functions with interval-censored data

  • University of New Orleans

Research output: Contribution to journalArticlepeer-review

24 Scopus citations

Abstract

The self-consistent estimator is commonly used for estimating a survival function with interval-censored data. Recent studies on interval censoring have focused on case 2 interval censoring, which does not involve exact observations, and double censoring, which involves only exact, right-censored or left-censored observations. In this paper, we consider an interval censoring scheme that involves exact, left-censored, right-censored and strictly interval-censored observations. Under this censoring scheme, we prove that the self-consistent estimator is strongly consistent under certain regularity conditions.

Original languageEnglish
Pages (from-to)35-44
Number of pages10
JournalScandinavian Journal of Statistics
Volume27
Issue number1
DOIs
StatePublished - Mar 2000

Keywords

  • Case 2 interval-censored data
  • Exact observations
  • Non-parametric maximum likelihood estimator
  • Self-consistent algorithm
  • Strong consistency

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