Robust and Efficient Parametric Estimation for Censored Survival Data
Srabashi Basu, Ayanendranath Basu and M.C. Jones
We fit parametric models to survival data in the case of censoring and (outlier) contamination. To do so, we adapt the robust density power divergence methodology of A. Basu, I.R. Harris, N.L. Hjort and M.C. Jones (1998, Biometrika 85, 549-559) to the case od censored survival data. Asymptotic properties, simulation performance and application to data are provided.
Key Words Density power divergence; Kaplan-Meier; L2-estimator; M-estimator.