Expert Kaplan–Meier estimation
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Expert Kaplan–Meier estimation. / Bladt, Martin; Furrer, Christian.
I: Scandinavian Actuarial Journal, Bind 2024, Nr. 1, 2024, s. 1-27.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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TY - JOUR
T1 - Expert Kaplan–Meier estimation
AU - Bladt, Martin
AU - Furrer, Christian
N1 - Publisher Copyright: © 2023 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2024
Y1 - 2024
N2 - 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.
AB - 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.
KW - beliefs
KW - Contamination
KW - empirical processes
KW - right-censoring
U2 - 10.1080/03461238.2023.2197442
DO - 10.1080/03461238.2023.2197442
M3 - Journal article
AN - SCOPUS:85159022533
VL - 2024
SP - 1
EP - 27
JO - Scandinavian Actuarial Journal
JF - Scandinavian Actuarial Journal
SN - 0346-1238
IS - 1
ER -
ID: 358724552