Department of Economics and Business Economics

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

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  • rp13_50

    Submitted manuscript, 389 KB, PDF document

  • Georgios Effraimidis, University of Southern Denmark, Denmark
  • Christian Møller Dahl, Denmark
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.
Original languageEnglish
Place of publicationAarhus
PublisherInstitut for Økonomi, Aarhus Universitet
Number of pages25
Publication statusPublished - 19 Dec 2013
SeriesCREATES Research Papers
Number2013-50

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