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Nonparametric estimation of bivariate distribution under right truncation with application to panic disorder
Authors:Xiaodong Luo  Wei-Yann Tsai
Institution:1. Department of Psychiatry, Mount Sinai School of Medicine, 130 West Kingsbridge Road, Research Building, Room 2F-10, Bronx, NY 10468, USA;2. Department of Biostatistics, Mailman School of Public Health, Columbia University, 722 West 168th Street, Room 626, New York, NY 10032, USA
Abstract:In several studies, investigators are interested in estimating the bivariate distribution of the onset ages of a generic disorder in successive generations. The empirical distribution is inappropriate for this purpose due to truncation: only parent–child pairs with onset ages prior to the ages at interview were included in the sample. In this paper, we propose a simple nonparametric estimator for the underlying bivariate distribution of the onset ages. Compared with the existing estimators, the proposed estimator has a closed form and smaller biases when estimating marginal distributions. A real example is used to illustrate this estimator.
Keywords:Asymptotic variance  Comparable pairs  Further truncation  Marginal distributions  Mean and median estimation  Univariate truncation
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