Life table estimator revisited

ABSTRACT

We explore the standard life table (actuarial) estimator for grouped right-censored survival data and its extensions in order to consider its relationship with the Kaplan–Meier estimator, and to investigate the critical properties of the extended life table estimators (ELTEs). We discuss certain conditions for the ELTE to be consistent and develop a characterization of the standard life table estimator using the consistency property under any choice of at least two observation times of a finite interval. We also perform a comparative analysis of the ELTEs with the corresponding maximum likelihood estimators for grouped right-censored survival data.

KEYWORDS:

• Independent censoring
• Kaplan–Meier estimator
• Life table estimator
• Right censoring
• Survival data.

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary: 62N01
• Secondary: 62N02
• 62G05
• 62E10

Additional information

Funding

This research was supported in part by St.-Petersburg State University (grants No 1.37.165.2014 and No 1.52.1647.2016) and Russian Ministry of Education and Science Mega-grant No 11.G34.31.0068 (Dr. Stephen J. O’Brien, Principal Investigator).