Quantile Inference with Multivariate Failure Time Data

✍ Scribed by Guosheng Yin; Jianwen Cai; Jinheum Kim

• Book ID: 101710274
• Publisher: John Wiley and Sons
• Year: 2003
• Tongue: English
• Weight: 144 KB
• Volume: 45
• Category: Article
• ISSN: 0323-3847
• DOI: 10.1002/bimj.200390036

✦ Synopsis

Abstract

Quantiles, especially the medians, of survival times are often used as summary statistics to compare the survival experiences between different groups. Quantiles are robust against outliers and preferred over the mean. Multivariate failure time data often arise in biomedical research. For example, in clinical trials, each patient in the study may experience multiple events which may be of the same type or distinct types, while in family studies of genetic diseases or litter matched mice studies, failure times for subjects in the same cluster may be correlated. In this article, we propose nonparametric procedures for the estimation of quantiles with multivariate failure time data. We show that the proposed estimators asymptotically follow a multivariate normal distribution. The asymptotic variance‐covariance matrix of the estimated quantiles is estimated based on the kernel smoothing and bootstrap techniques. Simulation results show that the proposed estimators perform well in finite samples. The methods are illustrated with the burn‐wound infection data and the Diabetic Retinopathy Study (DRS) data.