The data consists of multivariate failure times under right random censorship. By the kernel smoothing technique, convolutions of cumulative multivariate hazard functions suggest estimators of the so- called multivariate hazard functions. We establish strong i.i.d. representations and uniform...

The data consists of multivariate failure times under random censorship. By the kernel smoothing techniques, convolutions of integrated multivariated hazard functions provide some estimators of the so-called multivariate hazard functions (Fermanian (1995)). We adopt the method of Jones, Marron...

This paper presents a new simulated maximum-likelihood method that rests on estimating the likelihood nonparametrically on a simulated sample. We prove that this method, which can be used on very general models, is consistent and asymptotically efficient.