Improving the estimation of Kendall's tau when censoring affects only one of the variables

DOI10.1016/j.csda.2006.09.044zbMath1323.62096OpenAlexW2091474414MaRDI QIDQ1020671

David Beaudoin, Thierry Duchesne, Christian Genest

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.09.044

zbMATH Keywords

copulacensoringKendall's tauconditional distributionlifetime datacovariategeneralized Kaplan-Meier estimator

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items (4)

Eliminating bias due to censoring in Kendall's tau estimators for quasi-independence of truncation and failure ⋮ Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models ⋮ Estimation of Kendall's tau from censored data ⋮ Estimators based on trimmed Kendall's tau in multivariate copula models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Permutation procedures with censored data
• Kaplan-Meier estimate on the plane
• An investigation of Kendall's tau modified for censored data with applications
• Uniform consistency of the kernel conditional Kaplan-Meier estimate
• An introduction to copulas. Properties and applications
• Smooth conditional distribution function and quantiles under random censorship
• Transfer of tail information in censored regression models
• On consistency of Kendall's tau under censoring
• Ordinal Measures of Association
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Bivariate Survival Models Induced by Frailties
• A Concordance Test for Independence in the Presence of Censoring
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Statistical problems involving permutations with restricted positions
• Locally most powerful rank tests of independence for copula models
• Local dependence estimation using semiparametric archimedean copulas
• A copula-graphic estimator for the conditional survival function under dependent censoring
• Accelerated life regression modelling of dependent bivariate time-to-event data
• On the preservation of copula structure under truncation
• Estimation of the conditional distribution in regression with censored data: a comparative study.

This page was built for publication: Improving the estimation of Kendall's tau when censoring affects only one of the variables