Expert Kaplan--Meier estimation

Publikation: Working paper › Preprint › Forskning

Standard

Expert Kaplan--Meier estimation. / Bladt, Martin; Furrer, Christian.

arXiv.org, 2023.

Publikation: Working paper › Preprint › Forskning

Harvard

Bladt, M & Furrer, C 2023 'Expert Kaplan--Meier estimation' arXiv.org. <https://arxiv.org/abs/2206.13120>

APA

Bladt, M., & Furrer, C. (2023). Expert Kaplan--Meier estimation. arXiv.org. https://arxiv.org/abs/2206.13120

Vancouver

Bladt M, Furrer C. Expert Kaplan--Meier estimation. arXiv.org. 2023.

Author

Bladt, Martin ; Furrer, Christian. / Expert Kaplan--Meier estimation. arXiv.org, 2023.

Bibtex

@techreport{3b3db6e448f84cacaf4264141be6b1ce,
title = "Expert Kaplan--Meier estimation",
abstract = "The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed -- also with a view towards semi-parametric estimation -- and they are illustrated using simulated and real-world insurance data.",
author = "Martin Bladt and Christian Furrer",
year = "2023",
language = "English",
publisher = "arXiv.org",
type = "WorkingPaper",
institution = "arXiv.org",

}

RIS

TY - UNPB

T1 - Expert Kaplan--Meier estimation

AU - Bladt, Martin

AU - Furrer, Christian

PY - 2023

Y1 - 2023

N2 - The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed -- also with a view towards semi-parametric estimation -- and they are illustrated using simulated and real-world insurance data.

AB - The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed -- also with a view towards semi-parametric estimation -- and they are illustrated using simulated and real-world insurance data.

M3 - Preprint

BT - Expert Kaplan--Meier estimation

PB - arXiv.org

ER -

ID: 384405651