Title: Nonparametric estimation of hazard rate function from doubly truncated data under dependence
Authors: Carla Moreira - University of Minho (Portugal) [presenting]
Jacobo de Una-Alvarez - Universidade de Vigo (Spain)
Abstract: In survival analysis, the observed lifetimes often correspond to those individuals with event (infection, death and so on) occurring within a specific calendar time interval, leading to the so-called interval sampling scenario. With interval sampling, the lifetimes are doubly truncated at times determined by the birth dates and the sampling interval. Double truncation may induce a systematic bias in estimation, so specific corrections must be considered. A relevant target in survival analysis is the hazard rate function, which represents the instantaneous probability of the event of interest. We introduce a flexible estimation approach for the hazard rate under double truncation, based on kernel methods, when the lifetime and the truncation times may be dependent. The proposed estimator is constructed on the basis of a copula function which represents the dependence structure between the lifetime and the truncation times. Properties of the proposed estimator are investigated both theoretically and through simulations. Applications to the age of diagnosis of Acute Coronary Syndrome (ACS) and AIDS incubation times are performed.