Dependent Competing Risks with Time-Dependent Covariates

Eric V. Slud and Leonid Kopylev
Additional contact information
Eric V. Slud: University of Maryland at College Park, Department of Mathematics
Leonid Kopylev: University of Maryland at College Park, Department of Mathematics

A chapter in Lifetime Data: Models in Reliability and Survival Analysis, 1996, pp 323-330 from Springer

Abstract: Abstract This paper discusses two mechanisms with time-dependent covariates for dependence between competing-risk latent failure times under which the marginal survival functions are identifiable. The first is the finite-state nonhomogeneous Markov chain with two absorbing failure states, A and B, where “marginal survival function for A” is the probability that failure due to A does not occur before t when transitions to B are suppressed. Even in highly stratified models, the nonparametric survival estimator due to Aalen & Johansen (1978) is readily computable when transitions between each pair (i,j) states can occur only in one direction.

Keywords: Markov Chain Model; Chronological Time; Crude Survival; Nonparametric Maximum Likelihood Estimator; Compete Risk Data (search for similar items in EconPapers)
Date: 1996
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-1-4757-5654-8_42

Ordering information: This item can be ordered from
http://www.springer.com/9781475756548

DOI: 10.1007/978-1-4757-5654-8_42

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().