Estimation of the bivariate distribution function: a comparative study

Let (X,T) be a random vector where the response variable T denotes a lifetime, which is subject to random right censoring, and X denotes a covariate. In this paper we compare several estimators for the bivariate distribution of (X,T) through a simulation study. The methods are applied to bone marrow transplant data where we use one qualitative predictor. The proposed estimators can be applied to ROC curves for censored data as explained by Heagerty, Lumley and Pepe (2000).