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.
Originalsprog
Engelsk
Udgivelsessted
Aarhus
Udgiver
Institut for Økonomi, Aarhus Universitet
Antal sider
25
Status
Udgivet - 19 dec. 2013
Serietitel
CREATES Research Paper
Nummer
2013-50
Forskningsområder
Cumulative incidence function; Inverse probability weighting; Kernel estimation; Local linear estimation; Martingale central limit theorem