A multivariate nonparametric test for the equality of failure rates in a competing risks model

DOI10.1080/03610929308831210zbMath0804.62050OpenAlexW1981611728MaRDI QIDQ4275146

Paul S. F. Yip, K. F. Lam

Publication date: 19 January 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831210

zbMATH Keywords

simulationcompeting risks modelindependent riskszero mean martingalesoptimal local asymptotic powertesting equality of failure rates

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Martingales with continuous parameter (60G44)

Related Items (5)

Saddlepointp-values for a class of tests for comparing competing risks with censored data ⋮ Conditional tests in a competing risks model ⋮ Nonparametric tests for cause specific hazard rates with censored data for competing risks among several groups ⋮ Asymptotic Properties of Estimators in a Model of Life Data with Warnings ⋮ The Presmoothed Nelson–Aalen Estimator in the Competing Risk Model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Smoothing counting process intensities by means of kernel functions
• Nonparametric inference for a family of counting processes
• A distribution-free test for the equality of failure rates due to two competing risks
• A Review and Critique of Some Models Used in Competing Risk Analysis
• THE THEORY OF COMPETING RISKS1
• Comparison of Failure Rates Using Rank Tests

This page was built for publication: A multivariate nonparametric test for the equality of failure rates in a competing risks model