COVARIANCE AND SURVIVOR FUNCTION ESTIMATION USING CENSORED MULTIVARIATE FAILURE TIME DATA
COVARIANCE AND SURVIVOR FUNCTION ESTIMATION USING CENSORED MULTIVARIATE FAILURE TIME DATA
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作者：
PRENTICE, RL;CAI, J
计算过程鞅之间的协方差用于表征两个故障时间变量之间的依赖性。双变量幸存者函数的表示是根据边际幸存者函数和该协方差函数获得的。密切相关的表示以边际幸存者函数和条件协方差函数来表达二变量幸存者函数，从而产生新的非参数幸存者函数估计器。还给出了对更高维失效时间变量的概括。提出了幸存者函数估计器的模拟评估，并概述了回归问题的概括。
The covariance between counting process martingales is used to characterize the dependence between two failure time variates. A representation of the bivariate survivor function is obtained in terms of the marginal survivor functions and this covariance function. A closely related representation expresses the bivariate survivor function in terms of marginal survivor functions and a conditional covariance function, leading to a new nonparametric survivor function estimator. Generalizations to higher dimensional failure time variates are also given. Simulation evaluations of the survivor function estimator are presented, and generalizations to regression problems are outlined.