Asymptotic Distribution Results in Competing Risks Estimation
Fleming, Thomas R.
Ann. Statist., Tome 6 (1978) no. 1, p. 1071-1079 / Harvested from Project Euclid
Consider a time-continuous nonhomogeneous Markovian process $V$ having state space $A^0$. For $A \subset A^0$ and $i, j \in A, P_{Aij}(\tau, t)$ is the $i \rightarrow j$ transition probability of the Markovian process $V_A$ which arises in the hypothetical situation where states $A^0 - A$ have been eliminated from the state space of $V$. Let $\hat{P}_{Aij}(\tau, t)$ be the generalized product-limit estimator of $P_{Aij}(\tau,t)$. It is shown that the vector consisting of components in $\{N^\frac{1}{2}(\hat{P}_{Aij}(\tau, t) - P_{Aij}(\tau, t)): i, j \in A; i \neq j\}$ converges weakly to a vector of dependent Gaussian processes. The structure of this limiting vector process is studied. Finally these results are applied to the estimation of certain biometric functions.
Publié le : 1978-09-14
Classification:  Competing risks,  product-limit,  nonparametric,  nonhomogeneous,  weak convergence,  expected survival time,  62E20,  60J75,  62N05
@article{1176344311,
     author = {Fleming, Thomas R.},
     title = {Asymptotic Distribution Results in Competing Risks Estimation},
     journal = {Ann. Statist.},
     volume = {6},
     number = {1},
     year = {1978},
     pages = { 1071-1079},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344311}
}
Fleming, Thomas R. Asymptotic Distribution Results in Competing Risks Estimation. Ann. Statist., Tome 6 (1978) no. 1, pp.  1071-1079. http://gdmltest.u-ga.fr/item/1176344311/