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L-moment estimation for parametric survival models given censored data

  • SUNY Buffalo

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

An estimator for the rth L-moment, λr, given right censored data is proposed, which takes the form of λ̂rj=1nT(j)uj(r), where the T(j)'s are the ordered censored or failure times. We present the L-moments for several common survival distributions. Under certain regularity conditions, it is shown that λ̂r converges in probability to λr, and has an asymptotic normal distribution. We further develop exact bootstrap estimators of mean and variance of λ̂r. The procedure is illustrated by an application to head-and-neck cancer survival data. Monte Carlo simulation studies show that our L-moment estimator may be used to characterize distributions and provide an alternative approach to parameter estimation.

Original languageEnglish
Pages (from-to)655-667
Number of pages13
JournalStatistical Methodology
Volume7
Issue number6
DOIs
StatePublished - Nov 2010

Keywords

  • Bootstrap
  • L-moments
  • Order statistics

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