Prédiction de la fonction de survie par sélection de modèleReportar como inadecuado

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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.

Autor: Ion Grama - Jean François Petiot -



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