Estimation of Kendall’s tau for bivariate doubly truncated data

Abstract

a b s t r a c tIn this article, we consider the estimation of Kendall's tau for bivariate doubly truncated data, where two correlated event times are potentially observed only if both fall within subject specific intervals of times. Using the inverse-probability-weighted (IPW) approach, we propose two nonparametric estimators of Kendall's tau for bivariate doubly truncated data. The first estimator is based on V-statistics and the second estimator is based on weighted comparable pairs. The asymptotic properties of the proposed estimators are established. Simulation studies are conducted to investigate their finite sample performance.