Abstract
A simple nonparametric estimator is proposed for the underlying bivariate distribution of paired failure times in the presence of univariate right-censoring. The estimator is shown to be a particular path-dependent estimator which is a generalisation of an estimator proposed by Campbell & FÖldes (1982). Under univariate censoring, this path-dependent estimator has the smallest variance among all path-dependent estimators, which includes the estimator proposed by Lin & Ying (1993).
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