The IPW estimator for the joint distribution function of the gap times from recurrent event data

ABSTRACT

Lee et al. in 2016 proposed a nonparametric estimator of the joint distribution of the gap time between transplant and the first infection and the following gap times between consecutive infections. In this article, we propose an alternative estimator based on the inverse-probability weighted (IPW) approach. Asymptotic properties of the proposed estimator are established . Simulation results indicate that the IPW estimator performs as well as the estimator proposed by Lee et al. We also propose an IPW estimator for estimating the joint distribution function of the gap times between consecutive recurrent events beyond the first episode.

KEYWORDS:

• Bivariate distribution
• Gap times
• Inverse-probability-weighted
• Recurrent events

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary 62N01
• Secondary 62N02