Inference on multivariate M-estimators based on bivariate censored data

Van Keilegom, Ingrid;Hettmansperger, Thomas P.
(2000) , 22 pages

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Abstract
Consider two random variables subject to random right censoring, like the survival times of twins or two recurrence times of a certain disease recorded on the same individual. Of interest is the estimation of a multivariate M -functional of these two random variables. Asymptotic results for the proposed estimator are established under general conditions on the criterion function of the M-estimator. The obtained results include the asymptotic normality of the estimator, its local power and the construction of a confidence region. Our primary example of interest is the bivariate L1 median. We compare the small sample behavior of this estimator with that of the vector of marginal medians by means of a simulation study. Finally, we consider a data set on kidney dialysis patients and estimate the median time to two different infections for these individuals.
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Van Keilegom, I., & Hettmansperger, T. P. (2000). Inference on multivariate M-estimators based on bivariate censored data (STAT Discussion Papers 0037). https://hdl.handle.net/2078.5/39171