We consider estimation of integrated transition hazard and stage occupation probabilities using right censored i.i.d. data that come from a general multistage model which is not Markov. We show that the Nelson-Aalen estimator for the integrated transition hazard of a Markov process consistently...

A novel representation for the nonparametric maximum likelihood estimator (NPMLE) of the failure time distributions in the competing risks problem with right-censored data is derived. This representation shows that the NPMLE can be calculated by a Kaplan-Meier survival function for each failure...

A general multistage model is considered where all individuals start at a given initial stage at time zero. Based on randomly right-censored data, we provide both individual-specific and overall estimates of the probabilities of entry to a future stage. We also provide normalized estimators of...

A right-censored version of a <b>"U"</b>-statistic with a kernel of degree <b>""m""</b> &ges;<b>1</b> is introduced by the principle of a mean preserving reweighting scheme which is also applicable when the dependence between failure times and the censoring variable is explainable through observable covariates. Its...