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The inverse probability weighted estimators for distribution functions of the bivariate recurrent events

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  • Shen, Pao-sheng

Abstract

In this article, we propose the inverse-probability weighted (IPW) estimators for the joint distribution functions of bivariate recurrence times. The asymptotic properties of the IPW estimators are established. Simulation study indicates that the IPW estimators perform well in finite samples.

Suggested Citation

  • Shen, Pao-sheng, 2015. "The inverse probability weighted estimators for distribution functions of the bivariate recurrent events," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 91-99.
    • Handle: RePEc:eee:stapro:v:106:y:2015:i:c:p:91-99
    DOI: 10.1016/j.spl.2015.07.007
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    References listed on IDEAS

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    1. Chiung-Yu Huang & Mei-Cheng Wang, 2005. "Nonparametric Estimation of the Bivariate Recurrence Time Distribution," Biometrics, The International Biometric Society, vol. 61(2), pages 392-402, June.
    2. Pena E.A. & Strawderman R.L. & Hollander M., 2001. "Nonparametric Estimation With Recurrent Event Data," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1299-1315, December.
    3. Wang M-C. & Qin J. & Chiang C-T., 2001. "Analyzing Recurrent Event Data With Informative Censoring," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1057-1065, September.
    4. D. Y. Lin & L. J. Wei & I. Yang & Z. Ying, 2000. "Semiparametric regression for the mean and rate functions of recurrent events," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 711-730.
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