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Comptes Rendus Mathématique
Volume 341, n° 1
pages 49-52 (juillet 2005)
Doi : 10.1016/j.crma.2005.05.008
Received : 28 June 2004 ;  accepted : 3 May 2005
Estimation dans un modèle de Koziol-Green généralisé
Estimation in a generalized Koziol-Green model

Ségolen Geffray , Agathe Guilloux
LSTA, université Paris 6, 175, rue du Chevaleret, 75013 Paris, France 


Nous considérons une population dans laquelle la durée de vie X est censurée à droite de façon informative par une v.a. positive Y , on obtient alors une v.a.  . Cette v.a. Z est à son tour censurée à droite de façon non informative par une v.a. positive C . Dans le modèle de Koziol-Green généralisé, cʼest-à-dire en supposant que X et Y ont des fonctions de risques proportionnelles, nous introduisons un estimateur   de la fonction de risque cumulé   de X et étudions ses propriétés asymptotiques. Pour citer cet article : S. Geffray, A. Guilloux, C. R. Acad. Sci. Paris, Ser. I 341 (2005).

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We consider a population where the lifetime X is informatively right-censored by a nonnegative r.v. Y , thus we obtain a r.v.  . This r.v. Z is then noninformatively right-censored by a non-negative r.v. C . In a generalized Koziol-Green model, i.e. we assume that X and Y have proportional hazard functions, we introduce an estimator   of the cumulative hazard function   of X and we study its asymptotic properties. To cite this article: S. Geffray, A. Guilloux, C. R. Acad. Sci. Paris, Ser. I 341 (2005).

The full text of this article is available in PDF format.

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