A polar coordinate transformation for estimating bivariate survival functions with randomly censored and truncated data

DAI, HONGSHENG and Fu, B. (2011) A polar coordinate transformation for estimating bivariate survival functions with randomly censored and truncated data Journal of Statistical Planning and Inference, 142 (1). pp. 248-262. ISSN 0378-3758

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Abstract

This paper proposes a new estimator for bivariate distribution functions under random truncation and random censoring. The new method is based on a polar coordinate transformation, which enables us to transform a bivariate survival function to a univariate survival function. A consistent estimator for the transformed univariate function is proposed. Then the univariate estimator is transformed back to a bivariate estimator. The estimator converges weakly to a zero-mean Gaussian process with an easily estimated covariance function. Consistent truncation probability estimate is also provided. Numerical studies show that the distribution estimator and truncation probability estimator perform remarkably well.

Item Type: Journal article
Uncontrolled Keywords: Bivariate survival function; Censoring; Consistency; Correlated failure times; Inverse probability weighted estimator; Truncation
Subjects: G000 Computing and Mathematical Sciences > G100 Mathematics
G000 Computing and Mathematical Sciences > G400 Computing
DOI (a stable link to the resource): 10.1016/j.jspi.2011.07.013
Faculties: Faculty of Science and Engineering > School of Computing, Engineering and Mathematics > Computational Mathematics
Depositing User: Converis
Date Deposited: 26 Jan 2012 10:13
Last Modified: 08 Apr 2013 12:43
URI: http://eprints.brighton.ac.uk/id/eprint/9782

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