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Article
The Admissibility of the Kaplan-Meier and Other Maximum Likelihood Estimators in the Presence of Censoring
Annals of Statistics
  • Glen Meeden, University of Minnesota - Twin Cities
  • Malay Ghosh, University of Florida
  • C. Srinivasan, University of Kentucky
  • Stephen B. Vardeman, Iowa State University
Document Type
Article
Publication Version
Published Version
Publication Date
1-1-1989
DOI
10.1214/aos/1176347379
Abstract

For the nonparametric estimation of a survival function when censoring is present, the Kaplan-Meier estimator is often used. The admissibility of this estimator and other related maximum likelihood estimators is demonstrated. This is done by reducing the problem to one involving just the multinomial distribution and then using the stepwise Bayes technique to prove admissibility.

Comments

This article is from The Annals of Statistics 17 (1989): 1509, doi: 10.1214/aos/1176347379. Posted with permission.

Copyright Owner
Institute of Mathematical Statistics
Language
en
File Format
application/pdf
Citation Information
Glen Meeden, Malay Ghosh, C. Srinivasan and Stephen B. Vardeman. "The Admissibility of the Kaplan-Meier and Other Maximum Likelihood Estimators in the Presence of Censoring" Annals of Statistics Vol. 17 Iss. 4 (1989) p. 1509 - 1531
Available at: http://works.bepress.com/stephen_vardeman/7/