Estimation of Conditional Kendall's Tau for Bivariate Interval Censored Data

Yang-Jin Kim
2015 Communications for Statistical Applications and Methods  
Kendall's tau statistic has been applied to test an association of bivariate random variables. However, incomplete bivariate data with a truncation and a censoring results in incomparable or unorderable pairs. With such a partial information, Tsai (1990) suggested a conditional tau statistic and a test procedure for a quasi independence that was extended to more diverse cases such as double truncation and a semi-competing risk data. In this paper, we also employed a conditional tau statistic to
more » ... al tau statistic to estimate an association of bivariate interval censored data. The suggested method shows a better result in simulation studies than Betensky and Finkelstein's multiple imputation method except a case in cases with strong associations. The association of incubation time and infection time from an AIDS cohort study is estimated as a real data example.
doi:10.5351/csam.2015.22.6.599 fatcat:gn5rx3ntrveobc4dwati77tpgu