Estimation of Kendall's tau from censored data

Jin-Jian Hsieh

Computational Statistics & Data Analysis, 2010, vol. 54, issue 6, 1613-1621

Abstract: This paper considers the nonparametric estimation of Kendall's tau for bivariate censored data. Under censoring, there have been some papers discussing the nonparametric estimation of Kendall's tau, such as Wang and Wells (2000), Oakes (2008) and Lakhal et al. (2009). In this article, we consider an alternative approach to estimate Kendall's tau. The main idea is to replace a censored event-time by a proper imputation. Thus, it induces three estimators, say , , and . We also apply the bootstrap method to estimate the variance of , and and to construct the corresponding confidence interval. Furthermore, we analyze two data sets by the suggested approach, and compare these practical estimators of Kendall's tau in simulation studies.

Keywords: Bivariate; censored; data; Bivariate; survival; function; Bootstrap; Kendall's; tau (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:54:y:2010:i:6:p:1613-1621

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