IPCW Estimator for Kendall's Tau under Bivariate Censoring

Lakhal Lajmi, Rivest Louis-Paul and Beaudoin David
Additional contact information
Lakhal Lajmi: Université Laval
Rivest Louis-Paul: Université Laval
Beaudoin David: Université Laval

The International Journal of Biostatistics, 2009, vol. 5, issue 1, 22

Abstract: We investigate the nonparametric estimation of Kendall's coefficient of concordance, ?, for measuring the association between two variables under bivariate censoring. The proposed estimator is a modification of the estimator introduced by Oakes (1982), using a Horvitz-Thompson-type correction for the pairs that are not orderable. With censored data, a pair is orderable if one can establish whether the uncensored pair is discordant or concordant using the data available for that pair. Our estimator is shown to be consistent and asymptotically normally distributed. A simulation study shows that the proposed estimator performs well when compared with competing alternatives. The various methods are illustrated with a real data set.

Keywords: Kendall’s tau; dependence; Horvitz-Thompson estimator; Kaplan-Meier estimator; martingales (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://doi.org/10.2202/1557-4679.1121 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:ijbist:v:5:y:2009:i:1:n:8

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/ijb/html

DOI: 10.2202/1557-4679.1121

Access Statistics for this article

The International Journal of Biostatistics is currently edited by Antoine Chambaz, Alan E. Hubbard and Mark J. van der Laan

More articles in The International Journal of Biostatistics from De Gruyter
Bibliographic data for series maintained by Peter Golla ().