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    Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case

    Date
    2016-02
    Author
    El Barmi, Hammou
    Mukerjee, Hari
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    Citation
    El Barmi, Hammou; Mukerjee, Hari. 2016. Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case. Journal of Multivariate Analysis, vol. 144, February 2016:pp 99–109
    Abstract
    Let S-1, S-2, ... , S-k be survival functions of life distributions. They are said to be uniformly stochastically ordered, S-1 <=(uso) S-2 <=(uso) ... <=(uso) S-k, if S-i/Si+1 is a survival function for 1 <= i <= k - 1. The nonparametric maximum likelihood estimators of the survival functions subject to this ordering constraint are known to be inconsistent in general. Consistent estimators were developed only for the case of k = 2. In this paper we provide consistent estimators in the k-sample case, with and without censoring. In proving consistency, we needed to develop a new algorithm for isotonic regression that may be of independent interest.
    Description
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    URI
    http://dx.doi.org/10.1016/j.jmva.2015.10.014
    http://hdl.handle.net/10057/11947
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