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Bivariate Estimation with Right-Truncated Data

 

作者: Ülkü Gürler,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1996)
卷期: Volume 91, issue 435  

页码: 1152-1165

 

ISSN:0162-1459

 

年代: 1996

 

DOI:10.1080/01621459.1996.10476985

 

出版商: Taylor & Francis Group

 

关键词: Bivariate distribution;Nonparametric estimation;Reverse hazard;Weak convergence

 

数据来源: Taylor

 

摘要:

Bivariate estimation with survival data has received considerable attention recently; however, most of the work has focused on random censoring models. Another common feature of survival data, random truncation, is considered in this study. Truncated data may arise if the time origin of the events under study precedes the observation period. In a random right-truncation model, one observes the iid samples of (Y, T) only if (Y ≤ T), whereYis the variable of interest andTis an independent variable that prevents the complete observation ofY. Suppose that (Y, X) is a bivariate vector of random variables, whereYis subject to right truncation. In this study the bivariate reverse-hazard vector is introduced, and a nonparametric estimator is suggested. An estimator for the bivariate survival function is also proposed. Weak convergence and strong consistency of this estimator are established via a representation by iid variables. An expression for the limiting covariance function is provided, and an estimator for the limiting variance is presented. Alternative methods for estimating the bivariate distribution function are discussed. Obtaining large-sample results for the bivariate distribution functions present more technical difficulties, and thus their performances are compared via simulation results. Finally, an application of the suggested estimators is presented for transfusion-related AIDS (TR-AIDS) data on the incubation time.

 

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