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

Dai, H. and Bao, Y. (2009) An inverse probability weighted estimator for the bivariate distribution function under right censoring Statistics and Probability Letters, 79 (16). pp. 1789-1797. ISSN 0167-7152

Full text not available from this repository.

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.

Item Type: Journal article
Subjects: G000 Computing and Mathematical Sciences
DOI (a stable link to the resource): 10.1016/j.spl.2009.05.010
Faculties: Faculty of Science and Engineering > School of Computing, Engineering and Mathematics > Computational Mathematics
Depositing User: editor cmis
Date Deposited: 14 Jan 2011 10:34
Last Modified: 03 May 2012 08:41
URI: http://eprints.brighton.ac.uk/id/eprint/8077

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year