An improved nonparametric estimator of sub-distribution function for bivariate competing risk models

Takeshi Emura, Fan-Hsuan Kao and Hirofumi Michimae

Journal of Multivariate Analysis, 2014, vol. 132, issue C, 229-241

Abstract: For competing risks data, it is of interest to estimate the sub-distribution function of a particular failure event, which is the failure probability in the presence of competing risks. However, if multiple failure events per subject are available, estimation procedures become challenging even for the bivariate case. In this paper, we consider nonparametric estimation of a bivariate sub-distribution function, which has been discussed in the related literature. Adopting a decision-theoretic approach, we propose a new nonparametric estimator which improves upon an existing estimator. We show theoretically and numerically that the proposed estimator has smaller mean square error than the existing one. The consistency of the proposed estimator is also established. The usefulness of the estimator is illustrated by the salamander data and mouse data.

Keywords: Bivariate survival function; Right censoring; Survival analysis (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X14001912
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:132:y:2014:i:c:p:229-241

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2014.08.009

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().