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Estimation of Kendall's tau from censored data

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  • Hsieh, Jin-Jian

Abstract

This paper considers the nonparametric estimation of Kendall's tau for bivariate censored data. Under censoring, there have been some papers discussing the nonparametric estimation of Kendall's tau, such as Wang and Wells (2000), Oakes (2008) and Lakhal et al. (2009). In this article, we consider an alternative approach to estimate Kendall's tau. The main idea is to replace a censored event-time by a proper imputation. Thus, it induces three estimators, say , , and . We also apply the bootstrap method to estimate the variance of , and and to construct the corresponding confidence interval. Furthermore, we analyze two data sets by the suggested approach, and compare these practical estimators of Kendall's tau in simulation studies.

Suggested Citation

  • Hsieh, Jin-Jian, 2010. "Estimation of Kendall's tau from censored data," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1613-1621, June.
    • Handle: RePEc:eee:csdana:v:54:y:2010:i:6:p:1613-1621
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    References listed on IDEAS

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    1. 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.
    2. Lakhal Lajmi & Rivest Louis-Paul & Beaudoin David, 2009. "IPCW Estimator for Kendall's Tau under Bivariate Censoring," The International Journal of Biostatistics, De Gruyter, vol. 5(1), pages 1-22, February.
    3. 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. Emura, Takeshi & Lin, Chien-Wei & Wang, Weijing, 2010. "A goodness-of-fit test for Archimedean copula models in the presence of right censoring," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3033-3043, December.
    2. Alan Kimber & Shah-Jalal Sarker, 2012. "A covariance-based test for shared frailty in multivariate lifetime data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(11), pages 2509-2522, August.

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