Scandinavian Working Papers in Economics

Discussion Papers on Economics,
University of Southern Denmark, Department of Economics

No 21/2013: Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure

Georgios Effraimidis () and Christian M. Dahl ()
Additional contact information
Georgios Effraimidis: Department of Business and Economics, Postal: University of Southern Denmark, Campusvej 55, DK-5230 Odense M, Denmark
Christian M. Dahl: Department of Business and Economics, Postal: University of Southern Denmark, Campusvej 55, DK-5230 Odense M, Denmark

Abstract: In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed nonparametric estimator. A simulation study that serves two purposes is provided. First, it illustrates in details how to implement our proposed nonparametric estimator. Secondly, it facilitates a comparison of the nonparametric estimator to a parametric counterpart based on the estimator of Lu and Liang (2008). The simulation results are generally very encouraging.

Keywords: Cumulative incidence function; Inverse probability weighting; Kernel estimation; Local linear estimation; Martingale central limit theorem

JEL-codes: C14; C41

25 pages, December 19, 2013

Full text files 

dpbe21_2013.pdf PDF-file Full text

Download statistics

Questions (including download problems) about the papers in this series should be directed to Astrid Holm Nielsen ()
Report other problems with accessing this service to Sune Karlsson ().

RePEc:hhs:sdueko:2013_021This page generated on 2024-09-13 22:17:01.