Time-dependent coefficients in a multi-event model for survival analysis (Q1298983)

In an earlier paper [Ann. Appl. Probab. 7, No. 2, 494-507 (1997; Zbl 0926.62099)] the authors proposed a matrix-valued counting process model to deal with multi-event problems in survival analysis, the intensity functions being unknown constants not depending on time. In the present paper they consider a more general case of time-dependent parameters. A sieve estimator based on the partial likelihood is proposed and its asymptotic properties are studied.