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

Article Type

Research Article

Publication Title

Communications in Statistics - Theory and Methods

Abstract

In this article, we introduce a class of tests, using a martingale approach, for testing independence of failure time and cause of failure for competing risks data. Asymptotic distribution of the proposed test statistic is derived. The procedure is illustrated with a real-life data. A simulation study is carried out to assess the level and power of the test.

First Page

8178

Last Page

8186

DOI

10.1080/03610926.2016.1175631

Publication Date

8-18-2017

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