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Estimators of quantile difference between two samples with length-biased and right-censored data

Author

Listed:
  • Li Xun

    (Changchun University of Technology)

  • Li Tao

    (Changchun University of Technology)

  • Yong Zhou

    (East China Normal University)

Abstract

In this paper, the difference between the quantiles of two samples is investigated. One sample comes from a prevalent cohort with a stable incidence rate. Then, the observed survival times are length-biased and right-censored data. Another sample is drawn from an incident cohort study with right-censored data. We estimate the quantile difference based on different estimating equations. That is because the estimating equation estimators have higher efficiency than the difference of two one-sample quantile estimators in the sense of minimizing the mean squared error. Moreover, the consistency and asymptotic normality of these estimators are established. Then, the confidence intervals of quantile difference can be constructed by using the normal approximations. Finally, the performance of the proposed methods is presented in the numerical studies, especially with small sample sizes.

Suggested Citation

  • Li Xun & Li Tao & Yong Zhou, 2020. "Estimators of quantile difference between two samples with length-biased and right-censored data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 409-429, June.
    • Handle: RePEc:spr:testjl:v:29:y:2020:i:2:d:10.1007_s11749-019-00657-3
    DOI: 10.1007/s11749-019-00657-3
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    References listed on IDEAS

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