A simple estimator of the bivariate distribution function for censored gap times

被引：23

作者：

de Una-Alvarez, Jacobo ^{[1
]}

Meira-Machado, Luis F. ^{[2
]}

机构：

[1] Univ Vigo, Dept Stat & OR, Vigo 36310, Spain

[2] Univ Minho, Dept Mat Sci & Technol, P-4719 Braga, Portugal

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 15期

关键词：

D O I：

10.1016/j.spl.2008.02.031

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let (T-1, T-2) be gap times corresponding to two consecutive events, which are observed subject to random right-censoring. In this paper a simple estimator of the bivariate distribution function of (T-1, T-2) is proposed. We investigate the conditions under which the introduced estimator is consistent. Applications to the estimation of the marginal distributions of the gap times and to correlation analysis are included. We explore the behaviour of the proposed methods through simulations. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：2440 / 2445

页数：6

共 10 条

[1] Nonparametric estimation of the gap time distributions for serial events with censored data [J].