IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Inverse Probability of Censoring Weighted "U"-statistics for Right-Censored Data with an Application to Testing Hypotheses

Listed author(s):
Registered author(s):

    A right-censored version of a "U" -statistic with a kernel of degree ""m"" ⩾ 1 is introduced by the principle of a mean preserving reweighting scheme which is also applicable when the dependence between failure times and the censoring variable is explainable through observable covariates. Its asymptotic normality and an expression of its standard error are obtained through a martingale argument. We study the performances of our "U" -statistic by simulation and compare them with theoretical results. A doubly robust version of this reweighted "U" -statistic is also introduced to gain efficiency under correct models while preserving consistency in the face of model mis-specifications. Using a Kendall's kernel, we obtain a test statistic for testing homogeneity of failure times for multiple failure causes in a multiple decrement model. The performance of the proposed test is studied through simulations. Its usefulness is also illustrated by applying it to a real data set on graft-versus-host-disease. Copyright (c) 2010 Board of the Foundation of the Scandinavian Journal of Statistics.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    File Function: link to full text
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association in its journal Scandinavian Journal of Statistics.

    Volume (Year): 37 (2010)
    Issue (Month): 4 ()
    Pages: 680-700

    in new window

    Handle: RePEc:bla:scjsta:v:37:y:2010:i:4:p:680-700
    Contact details of provider: Web page:

    Order Information: Web:

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:37:y:2010:i:4:p:680-700. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)

    or (Christopher F. Baum)

    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 references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.

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

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.