A martingale-based test for independence of time to failure and cause of failure for competing risks models

P. G. Sankaran, Isha Dewan and E. P. Sreedevi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 16, 8178-8186

Abstract: In this article, we introduce a class of tests, using a martingale approach, for testing independence of failure time and cause of failure for competing risks data. Asymptotic distribution of the proposed test statistic is derived. The procedure is illustrated with a real-life data. A simulation study is carried out to assess the level and power of the test.

Date: 2017
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DOI: 10.1080/03610926.2016.1175631

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