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Density Estimation For Lifetime Distributions Under Semi-Parametric Random Censorship Models, Carsten Harlass

Theses and Dissertations

We derive product limit estimators of survival times and failure rates for randomly right censored data as the numerical solution of identifying Volterra integral equations by employing explicit and implicit Euler schemes. While the first approach results in some known estimators, the latter leads to a new general type of product limit estimator. Plugging in established methods to approximate the conditional probability of the censoring indicator given the observation, we introduce new semi-parametric and presmoothed Kaplan-Meier type estimators. In the case of the semi-parametric random censorship model, i.e. the latter probability belonging to some parametric family, we study the strong …