An inverse-probability-weighted approach to estimation of the bivariate survival function under left-truncation and right-censoring

In this note, we consider estimating the bivariate survival function when both survival times are subject to random left truncation and one of the survival times is subject to random right censoring. Motivated by Satten and Datta 2001. The Kaplan–Meier estimator as an inverse-probability-of-censoring weighted average. Amer. Statist. 55, 207–210], we propose an inverse-probability-weighted (IPW) estimator. It involves simultaneous estimation of the bivariate survival function of the truncation variables and that of the censoring variable and the truncation variable of the uncensored components. We prove that (i) when there is no censoring, the IPW estimator reduces to NPMLE of van der Laan 1996a. Nonparametric estimation of the bivariate survival function with truncated data. J. Multivariate Anal. 58, 107–131] and (ii) when there is random left truncation and right censoring on only one of the components and the other component is always observed, the IPW estimator reduces to the estimator of Gijbels and Gürler 1998. Covariance function of a bivariate distribution function estimator for left truncated and right censored data. Statist. Sin. 1219–1232]. Based on Theorem 3.1 of van der Laan 1996a. Nonparametric estimation of the bivariate survival function with truncated data. J. Multivariate Anal. 58, 107–131, 1996b. Efficient estimation of the bivariate censoring model and repairing NPMLE. Ann. Statist. 24, 596–627], we prove that the IPW estimator is consistent under certain conditions. Finally, we examine the finite sample performance of the IPW estimator in some simulation studies. For the special case that censoring time is independent of truncation time, a simulation study is conducted to compare the performances of the IPW estimator against that of the estimator proposed by van der Laan 1996a. Nonparametric estimation of the bivariate survival function with truncated data. J. Multivariate Anal. 58, 107–131, 1996b. Efficient estimation of the bivariate censoring model and repairing NPMLE. Ann. Statist. 24, 596–627]. For the special case (i), a simulation study is conducted to compare the performances of the IPW estimator against that of the estimator proposed by Huang et al. (2001. Nonnparametric estimation of marginal distributions under bivariate truncation with application to testing for age-of-onset application. Statist. Sin. 11, 1047–1068).