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Related Experiment Videos

Dependence estimation over a finite bivariate failure time region.

J Fan1, L Hsu, R L Prentice

  • 1Department of Statistics, University of California, Davis, CA 95616, USA. jjfan@ucdavis.edu

Lifetime Data Analysis
|February 24, 2001
PubMed
Summary

This study introduces new nonparametric methods to estimate the association between bivariate failure times, even with censored data. These methods provide reliable measures of dependence for analyzing time-to-event data in various fields.

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Area of Science:

  • Statistics
  • Survival Analysis
  • Biostatistics

Background:

  • Estimating association between bivariate failure times is crucial in survival analysis.
  • Independent right censoring can restrict the support of failure time variates.
  • Measures of dependence over a finite failure time region are of particular interest.

Purpose of the Study:

  • To propose and evaluate nonparametric estimators for association between bivariate failure times under censoring.
  • To introduce a weighted reciprocal cross ratio function as a summary measure of dependence.
  • To develop a finite-region version of Kendall's tau suitable for censored data.

Main Methods:

  • Nonparametric estimation techniques for bivariate failure times.
  • Utilizing the reciprocal cross ratio function weighted by bivariate failure time density.

Related Experiment Videos

  • Developing a finite-region Kendall's tau estimator for censored data.
  • Employing bootstrap variance estimation for assessing estimator consistency.
  • Main Results:

    • The proposed 'relative risk' estimator (weighted reciprocal cross ratio) is consistent and asymptotically normal.
    • A consistent bootstrap variance estimator is provided.
    • A finite-region Kendall's tau suitable for censored data is proposed with noted asymptotic distribution theory.

    Conclusions:

    • The developed nonparametric methods offer robust estimation of association for bivariate failure times with censoring.
    • The proposed estimators and variance estimation techniques are valuable tools for survival data analysis.
    • Simulation studies and an illustration demonstrate the practical utility and accuracy of the methods.