A test of independence for the coordinates of bivariate censored data
β Scribed by Edit Gombay
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 640 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the rando
## Abstract The exact generalization of GEHAN's (1965) twoβsample test for arbitrarily censored survival data has been overlooked by subsequent work on the multisample problem. We give this general covariance matrix and show how it may be used in test procedures. While this permutation test is less
Non-parametric tests of independence, as well as accompanying measures of association, are essential tools for the analysis of bivariate data. Such tests and measures have been developed for uncensored and right censored failure time data, but have not been developed for interval censored failure ti