A non-parametric approach for estimating the correlation between log-rank test statistics with applications to a conjunctive power calculation
Abstract
We present a method for estimating the correlation between log-rank test statistics evaluating separate null hypotheses for two time-to-event endpoints. The correlation is estimated using subject-level data by a non-parametric approach based on the independent and identically distributed (iid) decomposition of the log-rank test statistic under any alternative. Using the iid decomposition, we are able to make an assumption-lean estimation of the correlation. A motivating example using the developed approach is provided. Here, we illustrate how the suggested approach can be used to give a realistic quantification of expected conjunctive power that can guide the design of a new randomized clinical trial using historical data. Finally, we investigate the method's finite sample properties via a simulation study that confirms unbiased and consistent behavior of the proposed approach. In addition, the simulation study gives insight into the effects of censoring on the correlation between the log-rank test statistics.
Cite
@article{arxiv.2601.03069,
title = {A non-parametric approach for estimating the correlation between log-rank test statistics with applications to a conjunctive power calculation},
author = {Anne Lyngholm Soerensen and Paul Blanche and Henrik Ravn and Christian Pipper},
journal= {arXiv preprint arXiv:2601.03069},
year = {2026}
}