A test of independence for the coordinates of bivariate censored data

DOI10.1016/0047-259X(88)90049-8zbMath0644.62051MaRDI QIDQ1102661

Edit Gombay

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

density estimationsurvival functionsdistribution freeempirical distributionsStrong approximationbivariate censored data modelkernel-type density estimatorsproduct-limit estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Functional limit theorems; invariance principles (60F17) Nonparametric inference (62G99)

Cites Work

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• The rate of strong uniform consistency for the multivariate product-limit estimator
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• A remark on the approximation of the sample DF in the multidimensional case
• Two-Sample Asymptotically Distribution-Free Tests for Incomplete Multivariate Observations
• Remarks on Some Nonparametric Estimates of a Density Function
• Nonparametric Estimation from Incomplete Observations
• Strong approximations of some biometric estimates under random censorship
• The rate of strong uniform consistency for the product-limit estimator
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• On Estimation of a Probability Density Function and Mode
• Remarks on a Multivariate Transformation

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