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2013 Presmoothing the Aalen-Johansen estimator in the illness-death model
Ana Moreira, Jacobo de Uña-Álvarez, Luís Machado
Electron. J. Statist. 7: 1491-1516 (2013). DOI: 10.1214/13-EJS816


One major goal in clinical applications of multi-state models is the estimation of transition probabilities. The usual nonparametric estimator of the transition matrix for non-homogeneous Markov processes is the Aalen-Johansen estimator (Aalen and Johansen 1978 [1]). In this paper we propose a modification of the Aalen-Johansen estimator in the illness-death model based on presmoothing. The consistency of the proposed estimators is formally established. Simulations show that the presmoothed estimators may be much more efficient than the Aalen-Johansen estimator. A real data illustration is included.


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Ana Moreira. Jacobo de Uña-Álvarez. Luís Machado. "Presmoothing the Aalen-Johansen estimator in the illness-death model." Electron. J. Statist. 7 1491 - 1516, 2013.


Published: 2013
First available in Project Euclid: 21 May 2013

zbMATH: 1337.62205
MathSciNet: MR3066376
Digital Object Identifier: 10.1214/13-EJS816

Rights: Copyright © 2013 The Institute of Mathematical Statistics and the Bernoulli Society


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