IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v51y2007i12p5743-5764.html
   My bibliography  Save this article

Improving the estimation of Kendall's tau when censoring affects only one of the variables

Author

Listed:
  • Beaudoin, David
  • Duchesne, Thierry
  • Genest, Christian

Abstract

No abstract is available for this item.

Suggested Citation

  • Beaudoin, David & Duchesne, Thierry & Genest, Christian, 2007. "Improving the estimation of Kendall's tau when censoring affects only one of the variables," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5743-5764, August.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:5743-5764
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(06)00365-3
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Keilegom, Ingrid Van & Akritas, Michael G. & Veraverbeke, Noel, 2001. "Estimation of the conditional distribution in regression with censored data: a comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 35(4), pages 487-500, February.
    2. Lim, Johan, 2006. "Permutation procedures with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 50(2), pages 332-345, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Austin, Matthew D. & Betensky, Rebecca A., 2014. "Eliminating bias due to censoring in Kendall’s tau estimators for quasi-independence of truncation and failure," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 16-26.
    2. van den Berg, Gerard J. & Effraimidis, Georgios, 2014. "Dependence Measures in Bivariate Gamma Frailty Models," IZA Discussion Papers 8083, Institute of Labor Economics (IZA).
    3. Hsieh, Jin-Jian, 2010. "Estimation of Kendall's tau from censored data," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1613-1621, June.
    4. Lawless, Jerald F. & Yilmaz, Yildiz E., 2011. "Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2446-2455, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Luís Meira-Machado & Jacobo Uña-Álvarez & Somnath Datta, 2015. "Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model," Computational Statistics, Springer, vol. 30(2), pages 377-397, June.
    2. Weiyu Li & Valentin Patilea, 2018. "A dimension reduction approach for conditional Kaplan–Meier estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 295-315, June.
    3. Rachdi, Mustapha & Laksaci, Ali & Demongeot, Jacques & Abdali, Abdel & Madani, Fethi, 2014. "Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 53-68.
    4. Legrand, Catherine & Munda, Marco & Janssen, P. & Duchateau, L., 2012. "A general class of time-varying coefficients models for right censored data," LIDAM Discussion Papers ISBA 2012041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    5. Rebeca Peláez Suárez & Ricardo Cao Abad & Juan M. Vilar Fernández, 2021. "Probability of default estimation in credit risk using a nonparametric approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 383-405, June.
    6. Luís Meira-Machado & Javier Roca-Pardiñas & Ingrid Van Keilegom & Carmen Cadarso-Suárez, 2013. "Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model," Computational Statistics, Springer, vol. 28(5), pages 2185-2210, October.
    7. Casanova, Sandrine & Leconte, Eve, 2014. "A nonparametric model-based estimator for the cumulative distribution function of a right censored variable in a finite population," TSE Working Papers 14-487, Toulouse School of Economics (TSE).
    8. Zhao, Shan & Wei, G. W., 2003. "Jump process for the trend estimation of time series," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 219-241, February.
    9. Hsieh, Jin-Jian, 2010. "Estimation of Kendall's tau from censored data," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1613-1621, June.
    10. Lim, Johan & Lee, Sungim & Choi, Hyungwon, 2006. "Information loss from censoring in rank-based procedures," Statistics & Probability Letters, Elsevier, vol. 76(16), pages 1705-1713, October.
    11. Francesco Bravo, 2020. "Semiparametric quantile regression with random censoring," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 265-295, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:5743-5764. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.