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Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure


  • Georgios Effraimidis

    () (University of Southern Denmark)

  • Christian M. Dahl

    () (University of Southern Denmark and CREATES)


In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed nonparametric estimator. A simulation study that serves two purposes is provided. First, it illustrates in details how to implement our proposed nonparametric estimator. Secondly, it facilitates a comparison of the nonparametric estimator to a parametric counterpart based on the estimator of Lu and Liang (2008). The simulation results are generally very encouraging.

Suggested Citation

  • Georgios Effraimidis & Christian M. Dahl, 2013. "Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure," CREATES Research Papers 2013-50, Department of Economics and Business Economics, Aarhus University.
  • Handle: RePEc:aah:create:2013-50

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    References listed on IDEAS

    1. Li, Qi & Racine, Jeffrey S, 2008. "Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 423-434.
    2. Zonghui Hu & Dean A. Follmann & Jing Qin, 2010. "Semiparametric dimension reduction estimation for mean response with missing data," Biometrika, Biometrika Trust, vol. 97(2), pages 305-319.
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    More about this item


    Cumulative incidence function; Inverse probability weighting; Kernel estimation; Local linear estimation; Martingale central limit theorem;

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies

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