Estimation of Kendall’s tau for bivariate doubly truncated data

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• 作者：Pao-sheng Shen ^{psshen@thu.edu.tw" class="auth_mail" title="E-mail the corresponding author}
• 关键词：primary ; 62N01 ; secondary ; 62N02
• 刊名：Journal of the Korean Statistical Society
• 出版年：2016
• 出版时间：March 2016
• 年：2016
• 卷：45
• 期：1
• 页码：89-100
• 全文大小：416 K

文摘

In this article, we consider the estimation of Kendall’s tau for bivariate doubly truncated data, where two correlated event times are potentially observed only if both fall within subject specific intervals of times. Using the inverse-probability-weighted (IPW) approach, we propose two nonparametric estimators of Kendall’s tau for bivariate doubly truncated data. The first estimator is based on V-statistics and the second estimator is based on weighted comparable pairs. The asymptotic properties of the proposed estimators are established. Simulation studies are conducted to investigate their finite sample performance.