Parametric estimation of cause-specific hazard functions in a competing risks model is considered. An approximate likelihood procedure for estimating parameters of cause-specific hazard functions based on competing risks data subject to right censoring is proposed. In an assumed parametric model...

Extreme value copulas are the limiting copulas of component-wise maxima. A bivariate extreme value copulas can be represented by a convex function called Pickands dependence function. In this paper we consider nonparametric estimation of the Pickands dependence function. Several estimators have...