Likelihood ratio tests for and against ordering of the cumulative incidence functions in multiple competing risks and discrete mark variable models

DOI10.1016/j.jspi.2005.07.001zbMath1090.62108OpenAlexW2040613341MaRDI QIDQ2492495

Subhash C. Kochar, Hammou El Barmi, John V. Tsimikas

Publication date: 9 June 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.07.001

zbMATH Keywords

order restricted inferencecumulative incidence functionmark variablesmultiple competing risks

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Parametric inference under constraints (62F30) Testing in survival analysis and censored data (62N03)

Related Items

Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations ⋮ Conditional tests in a competing risks model ⋮ A quantile based test for comparing cumulative incidence functions of competing risks models ⋮ On Comparing Cumulative Incidence Functions Using an Empirical Likelihood Ratio Type Test ⋮ Restricted estimation of the cumulative incidence functions of two competing risks ⋮ On comparing competing risks using the ratio of their cumulative incidence functions ⋮ Statistical analysis of competing risks model from Marshall–Olkin extended Chen distribution under adaptive progressively interval censoring with random removals

Uses Software

• QSIMVN

Cites Work

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