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Survival Analysis for Interval Censored Data
Last Updated: 2026-02-05 15:14:57
Abstract
Censored data arise in various contexts, including medical studies and reliability analysis. In this class we study nonparametric estimation for univariate and multivariate interval censored data, paying special attention to the nonparametric maximum likelihood estimator (MLE).
Objective
Developing an understanding of the behavior of the MLE for censored data, including its computation and asymptotic properties.
Content
Right-censored failure time data has been studied extensively in the last decades. A more recent topic of study is the analysis of interval-censored data. The interest in this type of data is partly driven by the HIV/AIDS epidemic, since the time of HIV infection is typically interval censored: we often cannot observe the time of infection directly, and only know that it lies in the time interval between someone's last negative and first positive HIV test. In this class we study nonparametric estimation for univariate and multivariate interval censored data, paying special attention to the nonparametric maximum likelihood estimator (MLE). Topics include: definition and characterization of the estimators; existence and uniqueness properties; computational algorithms; and large sample properties such as (in)consistency, rates of convergence and limiting distributions. The analysis of interval censored data is often more challenging than the analysis of right censored data. The large sample behavior of the MLEs in both cases is also fundamentally different, with different rates of convergence and different limiting distributions. We will pay special attention to these differences and discuss the underlying reasons.
Resources
Lecture Notes
Lecture notes will be provided.
General Information
- Language
- English
- Levels
- DR , MSC
Examination
- Type
- session examination
- Mode
- oral 20 minutes
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture with exercise | Survival Analysis for Interval Censored Data |
|
1 h weekly |
Offered In
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D-MATH (Official web site of the Zurich Graduate School in Mathematics:)
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