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

Hongsheng Dai, B. Fu

Research output: Contribution to journalArticle

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.
Original languageEnglish
Pages (from-to)248-262
Number of pages15
JournalJournal of Statistical Planning and Inference
Volume142
Issue number1
DOIs
Publication statusPublished - 27 Jul 2011

Keywords

  • Bivariate survival function
  • Censoring
  • Consistency
  • Correlated failure times
  • Inverse probability weighted estimator
  • Truncation

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