THE PARADOXICAL NATURE OF THE PROPORTIONAL HAZARDS MODEL OF RANDOM CENSORSHIP

Citation
S. Csorgo et Jj. Faraway, THE PARADOXICAL NATURE OF THE PROPORTIONAL HAZARDS MODEL OF RANDOM CENSORSHIP, Statistics, 31(1), 1998, pp. 67-78
Citations number
32
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
02331888
Volume
31
Issue
1
Year of publication
1998
Pages
67 - 78
Database
ISI
SICI code
0233-1888(1998)31:1<67:TPNOTP>2.0.ZU;2-F
Abstract
We show that the proportional hazards model of random censorship is to o good to be frequently true as measured by mean squared errors: for e stimating the underlying distribution function F(x) it is better to ha ve a censored sample for a suitable expected censoring proportion than an uncensored full sample of the same size for any x below the 0.56-q uantile of F.