IDEAS home Printed from https://ideas.repec.org/p/crs/wpaper/2001-10.html

Nonparametric Estimation of Competing Risks Models with Covariates

Author

Listed:
  • Jean-David Fermanian

    (Crest)

Abstract

In competing risks model, several failure times arise potentially. The smallest failure time and its index only are observed. Without specific assumptions, the joint or even the marginal distribution functions of the underlying failure times are not identifiable (A. Tsiatis, Proc. Natl. Acad. Sci. USA 72 (1975) 20). Nonetheless, if each individual is characterized by a "sufficiently informative" set of covariates, these distributions are identifiable under some conditions of regularity (J.J. Heckman and B. Honoré, Biometrika 76 (1989) 325). In this paper, nonparametric kernel estimators of the joint distribution function of failure times conditional on the covariates are proposed. Their weak and strong consistency are discussed.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Jean-David Fermanian, 2001. "Nonparametric Estimation of Competing Risks Models with Covariates," Working Papers 2001-10, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2001-10
    as

    Download full text from publisher

    File URL: http://crest.science/RePEc/wpstorage/2001-10.pdf
    File Function: Crest working paper version
    Download Restriction: no
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. is not listed on IDEAS
    2. Sokbae Lee, 2006. "Identification of a competing risks model with unknown transformations of latent failure times," Biometrika, Biometrika Trust, vol. 93(4), pages 996-1002, December.
    3. Julien Worms & Rym Worms, 2018. "Extreme value statistics for censored data with heavy tails under competing risks," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(7), pages 849-889, October.
    4. Bordes, Laurent & Gneyou, Kossi Essona, 2011. "Uniform convergence of nonparametric regressions in competing risk models with right censoring," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1654-1663, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:crs:wpaper:2001-10. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Secretariat General (email available below). General contact details of provider: https://edirc.repec.org/data/crestfr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.