A note on the nonparametric estimation of the bivariate distribution under dependent censoring
Author:
Ingrid Van Keilegom a
| Affiliation: | a Institut de Statistique, Universit Catholique de Louvain, Louvain-la-Neuve, Belgium |
DOI:
10.1080/10485250310001624783
Publication Frequency:
8 issues per year
Published in:
Journal of Nonparametric Statistics,
Volume
16,
Issue
3 &
4
June
2004
, pages 659
- 670
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 11
Formats available:
HTML
(English)
:
PDF
(English)
View Article:
View Article (PDF)
View Article (HTML)
Abstract
Consider a random vector (T1, T2), and assume that both T1 and T2 are subject to random right censoring. We propose new estimators of the bivariate and marginal distributions of T1 and T2. The estimators do not require the common assumption of independence between the vector of survival and censoring times, but allow for a certain type of dependent censoring. The proposed estimator of the marginal distribution generalizes the estimator of Cheng (1989). The estimators have intuitive, closed form expressions and are easy to compute. The weak convergence of the estimators is obtained. As an application we discuss the estimation of the regression coefficients in a polynomial regression model, when both the response and the covariate are subject to censoring.
|
| Keywords: Bivariate censoring; Bivariate distribution; Censored covariates; Kernel estimation; Least squares estimation; Marginal distribution; Nonparametric regression; Right censoring |
| view references (11) |

Download Citation


Catholique de Louvain, Louvain-la-Neuve, Belgium
CiteULike
Del.icio.us
BibSonomy
Connotea