Actuarial method

Authors

  • Nariankadu Shyamalkumar

    Corresponding author
    1. Department of Statistics and Actuarial Science, The University of Iowa, Iowa City, IA 52242, USA
    • Department of Statistics and Actuarial Science, The University of Iowa, Iowa City, IA 52242, USA.
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Abstract

In this article, we present the actuarial method, a simple and popular nonparametric estimator of the unknown distribution of the time to occurrence of an event of interest, especially for data containing a significant proportion of incomplete observations. We discuss its asymptotic properties under the random censorship model and illustrate the method using data from a clinical trial. We also discuss one another closely related estimator under a more restrictive model and provide references to others. Copyright © 2010 John Wiley & Sons, Inc.

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