In this paper we provide a new nonparametric estimator of the joint distribution of two lifetimes under random right censoring and left truncation which can be seen as a bivariate extension of the Kaplan–Meier estimator. We derive asymptotic results for this estimator, including uniform...

In this paper, we provide a nonparametric estimator of the distribution of bivariate censored lifetimes, in a model where the two censoring variables differ only through an additional observed variable. This situation is motivated by a particular application to insurance, where the supplementary...