Seminar by Gerhard Dikta

Please Note: This seminar will be given in person.

Informative censoring

Based on an identifying Volterra-type integral equation for a lifetime distribution F and randomly right censored observations, we solve the corresponding estimating equation by an explicit and implicit Euler scheme. Depending on the assumptions we make about the conditional expectation of the censoring indicator given the observation time, we derive the well know Kaplan-Meier and other established estimators of F under the explicit Euler scheme. Moreover, under the implicit Euler scheme, we obtain new pre-smoothed and semi-parametric estimators of F . Some properties of the new semi-parametric estimator are discussed and a real data application finalizes the presentation.