Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - A pool-adjacent-violators type algorithm for non-parametric estimation of current status data with dependent censoring
AU - Titman, Andrew
PY - 2014/7
Y1 - 2014/7
N2 - A likelihood based approach to obtaining non-parametric estimates of the failure time distribution is developed for the copula based model of Wang et al (Lifetime Data Analysis, 2012) for current status data under dependent observation. Maximization of the likelihood involves a generalized pool-adjacent violators algorithm. The estimator coincides with the standard non-parametric maximum likelihood estimate under an independence model. Confidence intervals for the estimator are constructed based on a smoothed bootstrap. It is also shown that the non-parametric failure distribution is only identifiable if the copula linking the observation and failure time distributions is fully-specified. The method is illustrated on a previously analyzed tumorigenicity dataset.
AB - A likelihood based approach to obtaining non-parametric estimates of the failure time distribution is developed for the copula based model of Wang et al (Lifetime Data Analysis, 2012) for current status data under dependent observation. Maximization of the likelihood involves a generalized pool-adjacent violators algorithm. The estimator coincides with the standard non-parametric maximum likelihood estimate under an independence model. Confidence intervals for the estimator are constructed based on a smoothed bootstrap. It is also shown that the non-parametric failure distribution is only identifiable if the copula linking the observation and failure time distributions is fully-specified. The method is illustrated on a previously analyzed tumorigenicity dataset.
KW - non-parametric
KW - current status data
KW - copula
KW - dependent censoring
KW - Sensitivity analysis
U2 - 10.1007/s10985-013-9274-4
DO - 10.1007/s10985-013-9274-4
M3 - Journal article
VL - 20
SP - 444
EP - 458
JO - Lifetime Data Analysis
JF - Lifetime Data Analysis
SN - 1380-7870
IS - 3
ER -