Nonparametric estimation of competing risks models with covariates

DOI10.1016/S0047-259X(02)00069-6zbMath1013.62036OpenAlexW2056587016MaRDI QIDQ1810712

Jean-David Fermanian

Publication date: 9 June 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(02)00069-6

zbMATH Keywords

kernel methodcovariatescompeting risks

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)

Related Items (8)

Hazards regression for freemium products and services: a competing risks approach ⋮ IDENTIFIABILITY OF THE SIGN OF COVARIATE EFFECTS IN THE COMPETING RISKS MODEL ⋮ A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence ⋮ Uniform convergence of nonparametric regressions in competing risk models with right censoring ⋮ Score tests for independence in parametric competing risks models ⋮ Extreme value statistics for censored data with heavy tails under competing risks ⋮ NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS ⋮ A MULTIPLEX INTERDEPENDENT DURATIONS MODEL

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