Abstract
In a series of papers, Winfried Stute introduced and studied the Kaplan-Meier integral as an estimator of parameters of the joint distribution of survival times and covariates based on right censored survival times. We present a review of this work and show that his estimator has an inverse probability of censoring weighting (IPCW) representation. We further investigate large sample bias and efficiency. As a central application in a biostatistical context, Kaplan-Meier integrals are used to estimate transition probabilities in a non-Markov illness-death model. We extend already existing approaches by introducing a novel estimator that also works in the presence of additional left truncation. This application illustrates that Winfried Stute’s work can successfully be used to develop inferential statistical methods in complex survival models.
| Original language | English |
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| Title of host publication | From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute |
| Editors | Dietmar Ferger, Wenceslao González Manteiga, Thorsten Schmidt, Jane-Ling Wang |
| Number of pages | 17 |
| Publisher | Springer |
| Publication date | 1 Jan 2017 |
| Pages | 25-41 |
| Chapter | 2 |
| ISBN (Print) | 978-3-319-50985-3 |
| ISBN (Electronic) | 978-3-319-50986-0 |
| DOIs | |
| Publication status | Published - 1 Jan 2017 |