Prédiction de la fonction de survie par sélection de modèleReport as inadecuate




Prédiction de la fonction de survie par sélection de modèle - Download this document for free, or read online. Document in PDF available to download.

1 LMBA UBS LMBA - Laboratoire de Mathématiques de Bretagne Atlantique

Abstract : We propose a semiparametric estimator of the survival function S t = P T>t from the censored observation Zi = min {Ti;Ci} and the corresponding indicators Zi =1 Xi max{Zi}. The main idea of the proposed approch is to to choose adaptively a threshold u starting from which the predictions of the survival times are still reliable. Below the threshold S t is estimated by a completely non-parametric method, such as the Kaplan-Meyer one. Above the threshold a parametric model is proposed - here we use an exponential law. The choice of the threshold u is performed by a sequence of goodness-of-fit tests.





Author: Ion Grama - Jean François Petiot -

Source: https://hal.archives-ouvertes.fr/



DOWNLOAD PDF




Related documents