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On the assumption of independent right censoring

Morten Overgaard and Stefan Nygaard Hansen

Scandinavian Journal of Statistics, 2021, vol. 48, issue 4, 1234-1255

Abstract: Various assumptions on a right‐censoring mechanism to ensure consistency of the Kaplan–Meier and Aalen–Johansen estimators in a competing risks setting are studied. Specifically, eight different assumptions are seen to fall in two categories: a weaker identifiability assumption, which is the weakest possible assumption in a precise sense, and a stronger representativity assumption which ensures the existence of an independent censoring time. When a given censoring time is considered, similar assumptions can be made on the censoring time. This allows for a characterization of so‐called pointwise independence as well as full independence of censoring time and event time and type. Examples illustrate how the various assumptions differ.

Date: 2021
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https://doi.org/10.1111/sjos.12487

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