LOESS smoothed density estimates for multivariate survival data subject to censoring and masking
2016 ◽
Vol 10
(2)
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pp. 285-302
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Data Set
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AbstractActuaries often encounter censored and masked survival data when constructing multiple-decrement tables. In this paper, we propose estimators for the cause-specific failure time density using LOESS smoothing techniques that are employed in the presence of left-censored data, while still allowing for right-censored and exact observations, as well as masked causes of failure. The smoothing mechanism is incorporated as part of an expectation-maximisation algorithm. The proposed models are applied to a bivariate African sleeping sickness data set.
2013 ◽
Vol 45
(3)
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pp. 655-669
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2004 ◽
Vol 3
(2)
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pp. 345-356
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2007 ◽
Vol 98
(5)
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pp. 1018-1032
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Keyword(s):
Keyword(s):
2015 ◽
Vol 86
(2)
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pp. 279-292
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