ASYMPTOTIC PROPERTIES OF AALEN-JOHANSEN INTEGRALS FOR COMPETING RISKS DATA

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概要

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• This paper considers the competing risks problem with randomly right-censored data. Let F^<(j)>(t) be the cause-specific cumulative incidence function of a cause j, which is the probability of death due to a cause j by time t in the presence of other acting causes. The Aalen-Johansen estimator F^<(j)>_n is a nonparametric maximum likelihood estimator of F^<(j)>. Under the assumption that all F^<(j)>'s and a censoring distribution are continuous, asymptotic properties of the Aalen-Johansen integral s^<(j)>_n = ∫ψdF^<(j)>_n are investigated. Let F be the overall lifetime distribution. We show that for any F-integrable function ψ, the Aalen-Johansen integral s^<(j)>_n converges almost surely as n → ∞. It is also shown that under some mild integrability assumptions for ψ, the joint distribution of √<n>s^<(j)>_n's for all causes is asymptotically multivariate normal.

• 日本統計学会の論文

著者

• Suzukawa Akio

  Graduate School Of Economics And Business Administration Hokkaido University

関連論文

• UNBIASED ESTIMATION OF FUNCTIONALS UNDER RANDOM CENSORSHIP
• ASYMPTOTIC PROPERTIES OF AALEN-JOHANSEN INTEGRALS FOR COMPETING RISKS DATA
• AN APPROXIMATE LIKELIHOOD PROCEDURE FOR COMPETING RISKS DATA

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