ESTIMATION AND TESTS WITH BIVARIATE CENSORED DATA

ESTIMATION AND TESTS WITH BIVARIATE CENSORED DATA

M. Boukeloua

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Abstract

In this work, we study the asymptotic properties of the maximum likelihood estimator, for bivariate right censored data. We also propose a generalization of the likelihood ratio test and the chi-square test of fit, for this type of data. Finally, we illustrate the performances of our proposed tests through a simulation study and a real data application.

Keywords

Bivariate censored data, maximum likelihood, likelihood ratio test, test of fit, asymptotic distributions.