Adjusted hazard rate estimator based on a known censoring probability

Date
2011
Authors
Gürler, Ü.
Kvam, P.
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Source Title
Communications in Statistics - Theory and Methods
Print ISSN
0361-0926
Electronic ISSN
1532-415X
Publisher
Taylor & Francis
Volume
40
Issue
24
Pages
4409 - 4416
Language
English
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Abstract

In most reliability studies involving censoring, one assumes that censoring probabilities are unknown. We derive a nonparametric estimator for the survival function when information regarding censoring frequency is available. The estimator is constructed by adjusting the Nelson-Aalen estimator to incorporate censoring information. Our results indicate significant improvements can be achieved if available information regarding censoring is used. We compare this model to the Koziol-Green model, which is also based on a form of proportional hazards for the lifetime and censoring distributions. Two examples of survival data help to illustrate the differences in the estimation techniques.

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