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

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

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  • 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
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    References listed on IDEAS

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    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.
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    Cited by:

    1. van den Berg, Gerard J. & Effraimidis, Georgios, 2014. "Dependence Measures in Bivariate Gamma Frailty Models," IZA Discussion Papers 8083, Institute of Labor Economics (IZA).
    2. Hsieh, Jin-Jian, 2010. "Estimation of Kendall's tau from censored data," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1613-1621, June.
    3. 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.
    4. 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.

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