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Analysis for left-truncated and right-censored competing risks data from marshall-olkin bivariate generalized lifetime family

Author

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  • Prakash Chandra

    (Indian Institute of Technology Patna)

  • Arvind Kumar Alok

    (Indian Institute of Technology (Indian School of Mines) Dhanbad)

  • Yogesh Mani Tripathi

    (Indian Institute of Technology Patna)

  • Liang Wang

    (Yunnan Normal University)

Abstract

In this article, inference for a left-truncated and right-censored competing risk model is discussed when the cause of failures of units is partially observed and dependent. Under the assumption that latent failure times follow the Marshall-Olkin bivariate generalized lifetime distributions, inference for unknown parameters is obtained using frequentist and Bayesian approaches. Maximum likelihood estimators of parameters, along with their existence and uniqueness, are also provided. Subsequently, approximate confidence intervals are constructed based on the observed Fisher information matrix. Further, Bayes estimates and associated highest posterior density credible intervals are developed using a Gamma-Dirichlet prior under squared error and LINEX loss functions. Inference is also discussed with order restrictions on parameters. The performance of various estimators is evaluated based on extensive simulation study, and comments are obtained. Finally, two real-life applications are provided for illustrative purposes.

Suggested Citation

  • Prakash Chandra & Arvind Kumar Alok & Yogesh Mani Tripathi & Liang Wang, 2025. "Analysis for left-truncated and right-censored competing risks data from marshall-olkin bivariate generalized lifetime family," Computational Statistics, Springer, vol. 40(9), pages 5729-5768, December.
    • Handle: RePEc:spr:compst:v:40:y:2025:i:9:d:10.1007_s00180-025-01671-w
    DOI: 10.1007/s00180-025-01671-w
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