The Annals of Statistics

Coarsening at Random in General Sample Spaces and Random Censoring in Continuous Time

Martin Jacobsen and Niels Keiding

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Abstract

Heitjan and Rubin proposed a concept, "coarsening at random," generalizing Rubin's theory of missing at random. Their analysis was done in discrete sample spaces. We propose a generalization to general sample spaces. Among Heitjan and Rubin's applications was right-censoring in survival analysis. We discuss the application of the generalized theory to various censoring patterns in continuous time and connect to the modern theory of random censoring.

Article information

Source
Ann. Statist. Volume 23, Number 3 (1995), 774-786.

Dates
First available in Project Euclid: 11 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176324622

Digital Object Identifier
doi:10.1214/aos/1176324622

Mathematical Reviews number (MathSciNet)
MR1345200

Zentralblatt MATH identifier
0839.62001

JSTOR
links.jstor.org

Subjects
Primary: 62A10
Secondary: 62F10: Point estimation

Keywords
Missing data profile likelihood survival analysis

Citation

Jacobsen, Martin; Keiding, Niels. Coarsening at Random in General Sample Spaces and Random Censoring in Continuous Time. Ann. Statist. 23 (1995), no. 3, 774--786. doi:10.1214/aos/1176324622. http://projecteuclid.org/euclid.aos/1176324622.


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