An inverse-probability-weighted approach to the estimation of distribution function with middle-censored data

作者：Shen Pao sheng^*

来源：Journal of Statistical Planning and Inference, 2010, 140(7): 1844-1851.

DOI：10.1016/j.jspi.2010.01.009

• Inverse-probability-weighted
• Middle censoring
• Self-consistent

In this article, we propose an inverse-probability-weighted (IPW) estimator of distribution function for middle-censored data. By Jammalamadaka and Mangalam (2003), the IPW estimator is the nonparametric maximum likelihood estimator (NPMLE) when all censored intervals contain at least one uncensored observation. The asymptotic properties of the IPW estimator are derived. A simulation study is conducted to compare the performance between the IPW estimator and the self-consistent estimator (SCE). Simulation results indicate that the performance of the IPW estimator is close to that of the SCE.

• 出版日期2010-7