An inverse probability weighted estimator for the bivariate distribution function under right censoring

Hongsheng Dai , Yanchun Bao

An inverse probability weighted estimator is proposed for the joint distribution function of bivariate random vectors under right censoring. The new estimator is based on the idea of transformation of bivariate survival functions and bivariate random vectors to univariate survival functions and univariate random variables. The estimator converges weakly to a zero-mean Gaussian process with an easily estimated covariance function. Numerical studies show that the new estimator is more efficient than some existing inverse probability weighted estimators.

Mots clés: Physical Sciences

Hongsheng Dai, Yanchun Bao. An inverse probability weighted estimator for the bivariate distribution function under right censoring. Statistics and Probability Letters, 2009, 79 (16), pp.1789. ⟨10.1016/j.spl.2009.05.010⟩. ⟨hal-00558700⟩