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 0378-3758Full text not available from this repository.
Official URL: http://www.sciencedirect.com/science/article/pii/S...
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.
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