Testing for independence in a competing risks model

• This paper examines the performance of the conventional likelihood ratio test when testing for independence between failure times in a competing risks framework. The dependence between failure times arises by stochastically related unobserved components.

Subject headings

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Keyword

bivariate failure times; dependent competing risks; likelihood ratio test; bivariate mixing distributions; Monte Carlo simulations; MULTIVARIATE SURVIVAL; DURATION DATA; HETEROGENEITY; UNEMPLOYMENT

Statistics

Statistik

Publication and Content Type

ref (subject category)

art (subject category)