Strong approximations for dependent competing risks with independent censoring

We deal with the problem of dependent competing risks in presence of independent right-censoring. The Aalen–Johansen estimator for the cause-specific subdistribution functions is considered. We obtain strong approximations by Gaussian processes which are valid up to a certain order statistic of the...

Full description

Saved in:
Bibliographic Details
Published in:Test (Madrid, Spain) Spain), 2009-05, Vol.18 (1), p.76-95
Main Author: Geffray, Ségolen
Format: Article
Language:English
Subjects:
Approximation
Economics
Finance
Insurance
Management
Mathematics and Statistics
Original Paper
Statistical Theory and Methods
Statistics
Statistics for Business
Studies
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We deal with the problem of dependent competing risks in presence of independent right-censoring. The Aalen–Johansen estimator for the cause-specific subdistribution functions is considered. We obtain strong approximations by Gaussian processes which are valid up to a certain order statistic of the observations. We derive two LIL-type results and asymptotic confidence bands.
ISSN:1133-0686
1863-8260
DOI:10.1007/s11749-008-0113-y