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Let (T 1 ,T 2 ) be gap times corresponding to two consecutive events, which are observed subject to (univariate) random right-censoring. The censoring variable corresponding to the second gap time T 2 will in general depend on this gap time. Suppose the vector (T 1 ,T 2 ) satisfies the nonparametric location-scale regression model T2=m(T1)+σ(T1)ɛ, where the...
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