Biometrika Advance Access originally published online on September 17, 2008
Biometrika 2008 95(4):997-1001; doi:10.1093/biomet/asn037
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Miscellanea |
On consistency of Kendall's tau under censoring
Department of Biostatistics and Computational Biology, University of Rochester Medical Center, Rochester, New York 14642, U.S.A., oakes{at}bst.rochester.edu
Received for publication 1 September 2006.
Revision received 1 March 2008.
| Abstract |
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Necessary and sufficient conditions for consistency of a simple estimator of Kendall's tau under bivariate censoring are presented. The results are extended to data subject to bivariate left truncation as well as right censoring.
Key Words: Bivariate survival Clayton's model Cross-ratio function Frailty Left truncation