A conditional Koziol-Green model under dependent censoring

Abstract

In this paper we extend the conditional Koziol-Green model of Veraverbeke, N. and Cadarso Suarez, C. [2000. Estimation of the conditional distribution in a conditional Koziol-Green model. Test 9, 97-122] to also accommodate dependent censoring and in this way introduce a model with two different types of informative censoring. We derive in this model a copula-graphic estimator for the conditional distribution of the lifetime and establish all exponential bound and an almost Sure asymptotic representation which serve as starting points for an almost Sure consistency and an asymptotic normality result. Afterwards we apply this estimator to a real data set about the Survival of Atlantic halibut. (c) 2007 Elsevier B.V. All rights reserved.