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

Dai, Hongsheng and Fu, Bo (2012) '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. © 2011 Elsevier B.V.

Item Type: Article
Uncontrolled Keywords: Bivariate survival function; Censoring; Consistency; Correlated failure times; Inverse probability weighted estimator; Truncation
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science and Health
Faculty of Science and Health > Mathematical Sciences, Department of
SWORD Depositor: Elements
Depositing User: Elements
Date Deposited: 12 Feb 2013 08:06
Last Modified: 15 Jan 2022 00:54
URI: http://repository.essex.ac.uk/id/eprint/5496

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