Bias and variance reduction in nonparametric estimation of time-dependent accuracy measures

Chin Tsang Chiang, Ming Yueh Huang, Shao Hsuan Wang

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


A new nonparametric approach is developed to estimate the time-dependent accuracy measure curves, which are defined on the cumulative cases and dynamic controls, for censored survival data. Based on an estimable survival process, the main intention of this study is to reduce the finite-sample biases of nearest neighbor estimators. The asymptotic variances of some retrospective accuracy measure estimators are further reduced by applying a smoothing technique to the underlying process of a marker. Meanwhile, practically feasible and theoretically valid procedures are proposed for bandwidth selection in the presented estimators. In addition, the proposed methodology can be reasonably extended to accommodate stratified survival data and survival data with multiple markers. As shown in the simulations, our new estimators outperform the nearest neighbor and inverse censoring weighted estimators. Data from the AIDS Clinical Trials Group study 175 and an angiographic coronary artery disease study are also used to illustrate the proposed methodology.

Original languageEnglish
Pages (from-to)5247-5266
Number of pages20
JournalStatistics in Medicine
Issue number28
StatePublished - 10 Dec 2016


  • Gaussian process
  • U-statistic
  • bandwidth selection
  • conditional survival function
  • kernel function
  • marker-dependent censoring
  • positive/negative predictive value
  • receiver operating characteristic curve
  • true/false positive rate


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