Nonparametric Estimation of Competing Risks Models with Covariates.

In competing risks model, several failure times arise potentially. The smallest failure time and its index only are observed. In this paper, nonparametric kernel estimators of the joint distribution function of failure times conditional on the covariates are proposed. Their weak or strong consistency is studied.

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Year of publication:	2001
Authors:	Fermanian, J.-D.
Subject:	COMPETITION \| RISK \| ECONOMIC MODELS \| DISTRIBUTION

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Type of publication:	Book / Working Paper
Notes:	27 pages
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641034