Open Access
Translator Disclaimer
2021 Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring
Samuele Centorrino, Jean-Pierre Florens
Author Affiliations +
Electron. J. Statist. 15(2): 5333-5379 (2021). DOI: 10.1214/21-EJS1921

Abstract

We consider nonparametric estimation of an accelerated failure-time model when the response variable is randomly censored on the right, and regressors are not mean independent of the error component. This dependence can arise, for instance, because of measurement error. We achieve identification and conduct estimation using a vector of instrumental variables. Censoring is independent of the response variable given the instruments. We consider settings in which regressors are continuously distributed. However, the instruments may or may not be continuous, and we show how various independence restrictions allow us to identify and estimate the unknown function of interest depending on the nature of instruments. We provide rates of convergence of our estimator and showcase its finite sample properties in simulations.

Funding Statement

Jean-Pierre Florens acknowledges funding from the French National Research Agency (ANR) under the Investments for the Future program (Investissements d’Avenir, grant ANR-17-EURE-0010).

Acknowledgments

The authors would like to thank the Editor, Domenico Marinucci, the Associate Editor, and two anonymous referees whose comments and suggestions helped improve the manuscript.

Citation

Download Citation

Samuele Centorrino. Jean-Pierre Florens. "Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring." Electron. J. Statist. 15 (2) 5333 - 5379, 2021. https://doi.org/10.1214/21-EJS1921

Information

Received: 1 February 2021; Published: 2021
First available in Project Euclid: 15 December 2021

Digital Object Identifier: 10.1214/21-EJS1921

Subjects:
Primary: 62G08 , 62N01 , 62N02
Secondary: 45A05 , 45G05

Keywords: Accelerated failure-time models , Censoring , instrumental variables , Landweber-Fridman , nonparametric , regularization

JOURNAL ARTICLE
47 PAGES


SHARE
Vol.15 • No. 2 • 2021
Back to Top