Integrated Square Error of Hazard Rate Estimation for Survival Data with Missing Censoring Indicators

作     者：ZOU Yuye FAN Guoliang ZHANG Riquan ZOU Yuye;FAN Guoliang;ZHANG Riquan

作者机构：School of Economics and ManagementShanghai Maritime UniversityShanghai 201306China Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOESchool of StatisticsEast China Normal UniversityShanghai 200062China 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2021年第34卷第2期

页      面：735-758页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：the China Postdoctoral Science Foundation under Grant No.2019M651422 the National Natural Science Foundation of China under Grant Nos.71701127,11831008 and 11971171 the National Social Science Foundation Key Program under Grant No.17ZDA091 the 111 Project of China under Grant No.B14019 the Natural Science Foundation of Shanghai under Grant Nos.17ZR1409000 and 20ZR1423000 the Project of Humanities and Social Science Foundation of Ministry of Education under Grant No.20YJC910003 

主　　题：Asymptotic normality integrated square error missing at random right-censored model 

摘      要：The problem of hazard rate estimation under right-censored assumption has been investigated *** square error(ISE)of estimation is one of the most widely accepted measurements of the global performance for nonparametric kernel *** there are no results available for ISE of hazard rate estimation under right-censored model with censoring indicators missing at random(MAR)so *** paper constructs an imputation estimator of the hazard rate function and establish asymptotic normality of the ISE for the kernel hazard rate estimator with censoring indicators *** the same time,an asymptotic representation of the mean integrated square error(MISE)is also *** finite sample behavior of the estimator is investigated via one simple simulation.