A dependence measure for bivariate failure time data

摘要

In this paper we propose a dependence measure between a pair of failure time variables based on covariance residual life function. It is shown that zero covariance (correlation) residual life imply independence between the variables. Further, we give a non-parametric estimator for the dependence measure. Using this, we develop a test for independence among the variables. Asymptotic properties of the estimator are discussed. Finally, results are applied to a real data related to skin grafts.