论文标题
专家Kaplan- Meier估计
Expert Kaplan--Meier estimation
论文作者
论文摘要
考虑了右随机样品的设置。在各个领域,专家信息通常可用,并用于克服污染。本文以两种不同的方式将专家知识与产品限制估计器相结合到了不同的解释中。在两种情况下,在某些假设的污染和专家信息质量的某些假设下都证明了强大的一致性,这阐明了从业者可能采取的技术和决策。讨论了这些技术的细微差别 - 还以对半参数估计进行了观点,并使用模拟和现实世界的保险数据进行了说明。
The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed -- also with a view towards semi-parametric estimation -- and they are illustrated using simulated and real-world insurance data.