The inverse probability weighted estimators for distribution functions of the bivariate recurrent events

Pao-sheng Shen

Statistics & Probability Letters, 2015, vol. 106, issue C, 91-99

Abstract: In this article, we propose the inverse-probability weighted (IPW) estimators for the joint distribution functions of bivariate recurrence times. The asymptotic properties of the IPW estimators are established. Simulation study indicates that the IPW estimators perform well in finite samples.

Keywords: Inverse-probability-weighted; Recurrent events; Informative censoring (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.07.007

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