Jin, Yu Lan (2008) Simulation study of an estimator of bivariante survivor function and its variance estimator. Masters thesis, Concordia University.
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Abstract
Bivariate survival data arises when we have either a pair of observation times for each individual or times on two related individuals, such as infection times for the two kidneys of a person or death times of twins. Such data are also often subject to censoring - bivariate censoring - i.e., exact observations may not be available on one or both of components because of drop-out or other reasons. Hence it is important to have an efficient, nonparametric bivariate survivor function estimator under censoring, i.e., a bivariate Kaplan-Meier estimator. In this thesis we carry out an extensive simulation study of an estimator proposed by Sen and Stute (2007), which involves solving for an eigenvector of a certain matrix. A comparison of the estimator with two other existing but unsatisfactory ones is also given using a small data-set. Moreover, variance of the former is computed using a bivariate analogue of Greenwood's formula, which involves solving a matrix equation of the form AXB=C
Divisions: | Concordia University > Faculty of Arts and Science > Mathematics and Statistics |
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Item Type: | Thesis (Masters) |
Authors: | Jin, Yu Lan |
Pagination: | ix, 66 leaves : ill. (some col.) ; 29 cm. |
Institution: | Concordia University |
Degree Name: | M. Sc. |
Program: | Mathematics |
Date: | 2008 |
Thesis Supervisor(s): | Sen, Arusharka |
Identification Number: | LE 3 C66M38M 2008 J56 |
ID Code: | 975866 |
Deposited By: | Concordia University Library |
Deposited On: | 22 Jan 2013 16:16 |
Last Modified: | 13 Jul 2020 20:08 |
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