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. DOI https://doi.org/10.1016/j.jspi.2011.07.013
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. DOI https://doi.org/10.1016/j.jspi.2011.07.013
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. DOI https://doi.org/10.1016/j.jspi.2011.07.013
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 |
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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 > Mathematics, Statistics and Actuarial Science, School of |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 12 Feb 2013 08:06 |
Last Modified: | 16 May 2024 17:36 |
URI: | http://repository.essex.ac.uk/id/eprint/5496 |