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Linear rank statistics for truncated data
Department of Statistics, University of Illinois Champaign, Illinois 61820, U.S.A.
Motivated by Prentice's (1978) generalization of linear rank statistics for censored data, we introduce a similar kernel for deriving linear rank statistics for truncated data. They take very similar forms to those of Prentice's statistics. Moreover, we also show that they can be expressed equivalently in weighted log rank-type forms, thus providing natural variance estimators. Explicit forms corresponding to Wilcoxon and log rank tests are obtained. Extensions to data subject to both left truncation and right censoring are provided.
Key Words: Censoring Linear model Linear rank statistic Truncation Weighted log rank form
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