A test of independence for the coordinates of bivariate censored data

Edit Gombay

Journal of Multivariate Analysis, 1988, vol. 25, issue 2, 223-240

Abstract: The bivariate censored data model is studied and a test to see whether the coordinates are independent is given via density estimation methods. This proposed test is distribution free. Comparison with a test using survival functions is discussed. Strong approximation of empirical distributions, kernel-type density estimators and univariate/bivariate product-limit estimators are utilized.

Keywords: censored; data; product-limit; estimator; kernel-type; density; estimator; Gaussian; processes (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(88)90049-8
Full text for ScienceDirect subscribers only

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:eee:jmvana:v:25:y:1988:i:2:p:223-240

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().