The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the product-limit estimator in two different ways with distinct interpretations. Strong uniform consistency is proved for both cases under certain assumptions on the kind of contamination and the quality of expert information, which sheds light on the techniques and decisions that practitioners may take. The nuances of the techniques are discussed -- also with a view towards semi-parametric estimation -- and they are illustrated using simulated and real-world insurance data.
翻译:考虑存在污染的右删失随机样本设定。各领域常利用专家信息克服数据污染问题。本文以两种不同诠释方式将专家知识融入乘积限估计量。在特定污染类型与专家信息质量假设下,证明两种情形均具备强一致收敛性,为从业者的技术选择与决策提供理论依据。通过半参数估计视角探讨技术细微差异,并借助模拟数据与真实保险数据加以阐释。