Nonparametric estimation from proportional hazards competing risks data under selection bias

2005 ◽  
Vol 17 (6) ◽  
pp. 717-731
Author(s):  
Jean-Yves Dauxois ◽  
Agathe Guilloux ◽  
Syed N. U. A. Kirmani
2013 ◽  
Vol 20 (4) ◽  
pp. 514-537 ◽  
Author(s):  
Laura L. Taylor ◽  
Edsel A. Peña

2020 ◽  
Vol 11 (2) ◽  
pp. 535-577 ◽  
Author(s):  
Ruixuan Liu

This paper proposes a new bivariate competing risks model in which both durations are the first passage times of dependent Lévy subordinators with exponential thresholds and multiplicative covariates effects. Our specification extends the mixed proportional hazards model, as it allows for the time‐varying heterogeneity represented by the unobservable Lévy processes and it generates the simultaneous termination of both durations with positive probability. We obtain nonparametric identification of all model primitives given competing risks data. A flexible semiparametric estimation procedure is provided and illustrated through the analysis of a real dataset.


2006 ◽  
Vol 25 (24) ◽  
pp. 4267-4278 ◽  
Author(s):  
Sandrine Katsahian ◽  
Matthieu Resche-Rigon ◽  
Sylvie Chevret ◽  
Raphaël Porcher

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