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Strong approximations for dependent competing risks with independent censoring

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Abstract

We deal with the problem of dependent competing risks in presence of independent right-censoring. The Aalen–Johansen estimator for the cause-specific subdistribution functions is considered. We obtain strong approximations by Gaussian processes which are valid up to a certain order statistic of the observations. We derive two LIL-type results and asymptotic confidence bands.

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  1. Université de Nantes, 1 rue Gaston Veil, 44035, Nantes Cedex 1, France

    Ségolen Geffray

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  1. Ségolen Geffray
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Correspondence to Ségolen Geffray.

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Geffray, S. Strong approximations for dependent competing risks with independent censoring. TEST 18, 76–95 (2009). https://doi.org/10.1007/s11749-008-0113-y

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  • DOI: https://doi.org/10.1007/s11749-008-0113-y

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