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A class of weighted dependence measures for bivariate failure time data

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  • J. Fan
  • R. L. Prentice
  • L. Hsu

Abstract

This paper considers a class of summary measures of the dependence between a pair of failure time variables over a finite follow‐up region. The class consists of measures that are weighted averages of local dependence measures, and includes the cross‐ratio‐measure and finite region version of Kendall's τ; recently proposed by the authors. Two new special cases are identified that can avoid the need to estimate the bivariate survivor function and that admit explicit variance estimators. Nonparametric estimators of such dependence measures are proposed and are shown to be consistent and asymptotically normal with variances that can be consistently estimated. Properties of selected estimators are evaluated in a simulation study, and the method is illustrated through an analysis of Australian Twin Study data.

Suggested Citation

  • J. Fan & R. L. Prentice & L. Hsu, 2000. "A class of weighted dependence measures for bivariate failure time data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 181-190.
    • Handle: RePEc:bla:jorssb:v:62:y:2000:i:1:p:181-190
    DOI: 10.1111/1467-9868.00227
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    Cited by:

    1. Malka Gorfine & Li Hsu, 2011. "Frailty-Based Competing Risks Model for Multivariate Survival Data," Biometrics, The International Biometric Society, vol. 67(2), pages 415-426, June.
    2. Ross L. Prentice & Shanshan Zhao, 2018. "Nonparametric estimation of the multivariate survivor function: the multivariate Kaplan–Meier estimator," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(1), pages 3-27, January.
    3. Paduthol Gaduthol Sankaran & Bovas Abraham & Ansa Alphonsa Antony, 2006. "A dependence measure for bivariate failure time data," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 327-341.

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