Nonparametric Estimation of the Bivariate Distribution Function with Doubly Censored Data

Abstract

In this article, we consider estimating the bivariate distribution function when both components are subject to double censoring. Using an inverse-probability-weighted approach, we propose a self-consistent estimator. The asymptotic properties of the proposed estimator are derived. A simulation study is conducted to investigate the performance of the proposed estimator.

Keywords:

• Inverse-probability-weighted
• Left censoring
• Right censoring

Mathematics Subject Classification:

• Primary 62N01
• Secondary 62N02