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NONPARAMETRIC ESTIMATION FOR COMPETING RISKS
Author(s) -
Froda S.,
Luong A.
Publication year - 1993
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1993.tb01323.x
Subject(s) - estimator , censoring (clinical trials) , nonparametric statistics , variance (accounting) , econometrics , delta method , mathematics , point estimation , scale (ratio) , estimation , statistics , computer science , economics , accounting , management , physics , quantum mechanics
Summary This paper considers the estimation of the ratio of two scale parameters when the data are censored. It emphasises characteristics of the asymptotic variance under censoring from a practical point of view. The estimator proposed by Padgett & Wei (1982) for the two‐sample scale model is extended to the competing risks model. Asymptotic properties of the estimator are studied via its influence function. The use of influence functions permits a unified treatment of both models. Examples show and illustrate that under both models the variance can become infinite under some circumstances.