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Super-Efficient Prediction Based on High-Quality Marker Information
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 30 / Issue 2 / November 2000
- Published online by Cambridge University Press:
- 29 August 2014, pp. 295-303
- Print publication:
- November 2000
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- Article
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Nielsen (1999) showed the surprising fact that a nonparametric one-dimensional hazard as a function of time can be estimated
-consistently if a high quality marker is observed. In this paper we show that the hazard relevant for predicting remaining duration time, given the current status of a high quality marker, can be estimated -consistently if a Markov type property holds for the high quality marker.
-consistently if a high quality marker is observed. In this paper we show that the hazard relevant for predicting remaining duration time, given the current status of a high quality marker, can be estimated 