Abstract
The Dabrowska (Ann Stat 16:1475–1489, 1988) product integral representation of the multivariate survivor function is extended, leading to a nonparametric survivor function estimator for an arbitrary number of failure time variates that has a simple recursive formula for its calculation. Empirical process methods are used to sketch proofs for this estimator’s strong consistency and weak convergence properties. Summary measures of pairwise and higher-order dependencies are also defined and nonparametrically estimated. Simulation evaluation is given for the special case of three failure time variates.
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Acknowledgments
Ross Prentice’s work was partially supported by a Grant (P01 CA-53996-38) from the National Cancer Institute. Shanshan Zhao’s work was supported in part by the International Research Program of the NIH, National Institute of Environmental Health Sciences.
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Prentice, R.L., Zhao, S. Nonparametric estimation of the multivariate survivor function: the multivariate Kaplan–Meier estimator. Lifetime Data Anal 24, 3–27 (2018). https://doi.org/10.1007/s10985-016-9383-y
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DOI: https://doi.org/10.1007/s10985-016-9383-y