Inference on Multivariate M Estimators Based on Bivariate Censored Data
基于二元删失数据的多元 M 估计推断
Consider two random variables subject to random right censoring, for example, the survival times of twins or two recurrence times of a certain disease recorded on the same individual. Of interest is the estimation of a multivariate M functional of these two random variables. Asymptotic results for the proposed estimator are established under general conditions on the criterion function of the M estimator. The obtained results include the asymptotic normality of the…