A test of independence for the coordinates of bivariate censored data

The bivariate censored data model is studied and a test to see whether the coordinates are independent is given via density estimation methods. This proposed test is distribution free. Comparison with a test using survival functions is discussed. Strong approximation of empirical distributions, kernel-type density estimators and univariate/bivariate product-limit estimators are utilized.

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Year of publication:	1988
Authors:	Gombay, Edit
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 25.1988, 2, p. 223-240
Publisher:	Elsevier
Keywords:	censored data product-limit estimator kernel-type density estimator Gaussian processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199611