Extension of Relative-Risk Power Estimator under Dependent Random Censored Data

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Abstract

In this paper, the considered problem consists in estimation of conditional survival function by right random censoring model in the presence of a covariate. We propose a new estimator of conditional survival function which is extension of relative-risk power estimator of independent censoring and study its large sample properties. We present result of asymptotic normality with the same limiting Gaussian process as for copula-graphic estimator.

About the authors

A. A. Abdushukurov

Lomonosov Moscow State University

Author for correspondence.
Email: a_abdushukurov@rambler.ru
Tashkent, Uzbekistan

References

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