BIVARIATE DENSITY-ESTIMATION WITH AN APPLICATION TO SURVIVAL ANALYSIS

A procedure for estimating a bivariate density based on data that may be censored is described. After the data are transformed to the unit s quare, the bivariate density is estimated using linear splines and the ir tensor products. The combined procedure yields an estimate of the b ivariate density on the original scale, which may provide insight abou t the dependence structure. The procedure can also be used to estimate densities that are known to be symmetric and to test for independence .