Extention of Relative-Risk Power Estimator Under Dependent Random Censored Data

In this paper, the considered problem consists in estimation of the conditional survival function by right random censoring model in the presence of covariate. We propose a new estimator of the conditional survival function which is extension of relative-risk power estimator of independent censoring and study its large sample properties. We present a result of asymptotic normality with the same limiting Gaussian process as for copula-graphic estimator.