IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v79y2009i16p1789-1797.html
   My bibliography  Save this article

An inverse probability weighted estimator for the bivariate distribution function under right censoring

Author

Listed:
  • Dai, Hongsheng
  • Bao, Yanchun

Abstract

An inverse probability weighted estimator is proposed for the joint distribution function of bivariate random vectors under right censoring. The new estimator is based on the idea of transformation of bivariate survival functions and bivariate random vectors to univariate survival functions and univariate random variables. The estimator converges weakly to a zero-mean Gaussian process with an easily estimated covariance function. Numerical studies show that the new estimator is more efficient than some existing inverse probability weighted estimators.

Suggested Citation

  • Dai, Hongsheng & Bao, Yanchun, 2009. "An inverse probability weighted estimator for the bivariate distribution function under right censoring," Statistics & Probability Letters, Elsevier, vol. 79(16), pages 1789-1797, August.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:16:p:1789-1797
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(09)00182-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ross L. Prentice & F. Zoe Moodie & Jianrong Wu, 2004. "Hazard‐based nonparametric survivor function estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 305-319, May.
    2. Michael G. Akritas & Ingrid Van Keilegom, 2003. "Estimation of bivariate and marginal distributions with censored data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 457-471, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hongsheng Dai & Marialuisa Restaino & Huan Wang, 2016. "A class of nonparametric bivariate survival function estimators for randomly censored and truncated data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(4), pages 736-751, October.
    2. Zhang, Qiaozhen & Dai, Hongsheng & Fu, Bo, 2016. "A proportional hazards model for time-to-event data with epidemiological bias," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 224-236.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lopez, Olivier, 2012. "A generalization of the Kaplan–Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 505-516.
    2. Alan D. Hutson, 2016. "Nonparametric rank based estimation of bivariate densities given censored data conditional on marginal probabilities," Journal of Statistical Distributions and Applications, Springer, vol. 3(1), pages 1-14, December.
    3. Svetlana Gribkova & Olivier Lopez, 2015. "Non-parametric Copula Estimation Under Bivariate Censoring," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 925-946, December.
    4. Franc{c}ois Dufresne & Enkelejd Hashorva & Gildas Ratovomirija & Youssouf Toukourou, 2016. "On bivariate lifetime modelling in life insurance applications," Papers 1601.04351, arXiv.org.
    5. Candida Geerdens & Gerda Claeskens & Paul Janssen, 2016. "Copula based flexible modeling of associations between clustered event times," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(3), pages 363-381, July.
    6. Ying Guo & Amita K. Manatunga, 2007. "Nonparametric Estimation of the Concordance Correlation Coefficient under Univariate Censoring," Biometrics, The International Biometric Society, vol. 63(1), pages 164-172, March.
    7. Gribkova, Svetlana & Lopez, Olivier & Saint-Pierre, Philippe, 2013. "A simplified model for studying bivariate mortality under right-censoring," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 181-192.
    8. Emura, Takeshi & Kao, Fan-Hsuan & Michimae, Hirofumi, 2014. "An improved nonparametric estimator of sub-distribution function for bivariate competing risk models," Journal of Multivariate Analysis, Elsevier, vol. 132(C), pages 229-241.
    9. 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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:79:y:2009:i:16:p:1789-1797. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.