| We start with the observation that a multivariate survivor function is an eigenfunction of an integral
operator given by the corresponding cumulative hazard function. This yields, under multivariate
random censoring, the multivariate Kaplan-Meier estimator as a matrix eigenvector. It reduces to the
familiar product-limit formula in the univariate case. We obtain the influence function of the estimator and demonstrate its efficiency. We also obtain an estimator of its asymptotic variance and present some simulation results. (This is joint work with Winfried Stute, Justus-Liebig University, Germany) |