Nonparametric estimation for censored lifetimes suffering from unknown selection bias

In a population of individuals, where the random variable (r.v.) σ denotes the birth time and X the lifetime, we consider the case, where an individual can be observed only if its life-line (σ, X) = {(σ + y, y), 0 ≤ y ≤ X} intersects a given Borel set S in ℝ × ℝ₊. Denoting by σ _S and X _S the birth time and lifetime for the observed individuals, we point out that the distribution function (d.f.) F _S of the r.v. X _S suffers from a selection bias in the sense that F _S = ∝ w d F/μ _S, where w and μ _S depend only on the distribution of σ and on F, the d.f. of X. Assuming in addition that the r.v. X _S is randomly right-censored as soon as the individual is selected, we construct a productlimit estimator for the d.f. F _S and a nonparametric estimator ŵ for the weight function w. We prove a consistency result for ŵ and a weak convergence result for . We establish in addition an exponential bound for .