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Article scientifique
Accès libre
Anglais

Robust inference with censored survival data

Publié dansScandinavian journal of statistics, vol. 49, no. 4, p. 1496-1533
Date de publication2022-02-02
Date de mise en ligne2022-02-02
Résumé

Randomly censored survival data appear in a wide variety of applications in which the time until the occurrence

of a certain event is not completely observable. In this paper, we assume that the statistician observes a

possibly censored survival time along with a censoring indicator. In this setting,we study a class of M-estimators

with a bounded influence function, in the spirit of the infinitesimal approach to robustness. We outline the

main asymptotic properties of the robust M-estimators and characterize the optimal B-robust estimator according

to two possible measures of sensitivity. Building on these results, we define robust testing procedures which

are natural counterparts to the classical Wald, score, and likelihood ratio tests. The empirical performance of

our robust estimators and tests is assessed in two extensive simulation studies. An application to data from a

well-known medical study on head and neck cancer is also presented.

eng
Mots-clés
  • Censoring
  • Influence function
  • Multiplicative intensity model
  • Robustness
  • Survival analysis
Citation (format ISO)
DELÉAMONT, Pierre‐Yves, RONCHETTI, Elvezio. Robust inference with censored survival data. In: Scandinavian journal of statistics, 2022, vol. 49, n° 4, p. 1496–1533. doi: 10.1111/sjos.12570
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Article (Published version)
Identifiants
ISSN du journal0303-6898
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Informations techniques

Création21/11/2022 11:05:00
Première validation21/11/2022 11:05:00
Heure de mise à jour16/03/2023 09:03:18
Changement de statut16/03/2023 09:03:18
Dernière indexation12/02/2024 13:44:24
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