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

DOI10.1080/03610926.2016.1175631MaRDI QIDQ5367296zbMATH OpenOpenAlexFDO

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

Publication date 12 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1175631

zbMATH Keywords

competing riskschi-square distributionmartingale approach

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Reliability and life testing (62N05) Testing in survival analysis and censored data (62N03) Martingales with continuous parameter (60G44)

Recommendations

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• scientific article; zbMATH DE number 579152

Cited in

(9)

• On testing independence of failure time and cause of failure using subquantiles
• A non-parametric test for independence of time to failure and cause of failure for discrete competing risks data
• A test for independence of competing risks with discrete failure times
• On assessing independence of competing risks when failure times are discrete
• On Testing Dependence between Time to Failure and Cause of Failure via Conditional Probabilities
• JEL ratio test for independence of time to failure and cause of failure in competing risks data
• Test for independence between time to failure and cause of failure in competing risks with \(k\) causes
• Omnibus tests of the martingale assumption in the analysis of recurrent failure time data
• Testing dependence between the failure time and failure modes: an application of enlarged filtration

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