The Kaplan-Meier Estimate for Dependent Failure Time Observations

Z. Ying and L. J. Wei

Journal of Multivariate Analysis, 1994, vol. 50, issue 1, 17-29

Abstract: In some long term medical follow-up studies, a series of dependent and possibly censored failure times may be observed. Suppose that these failure times were generated from the same distribution function, and inferences about it are of our main interest. In this article, we show that under rather weak conditions for the dependence among the observations, the Kaplan-Meier estimator is still consistent and asymptotically normal. For a special dependent case in which highly stratified data are observed, a valid estimate for the limiting variance of the Kaplan-Meier estimate is also provided. Our proposal is illustrated with an examply.

Date: 1994
References: Add references at CitEc
Citations: View citations in EconPapers (14)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(84)71031-1
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:50:y:1994:i:1:p:17-29

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 ().