A martingale-based test for independence of time to failure and cause of failure for competing risks models
Communications in Statistics - Theory and Methods
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.
Sankaran, P. G.; Dewan, Isha; and Sreedevi, E. P., "A martingale-based test for independence of time to failure and cause of failure for competing risks models" (2017). Journal Articles. 2452.