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Testing for independence in a competing risks model
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Information Science.
1996 (English)In: COMPUTATIONAL STATISTICS & DATA ANALYSIS, ISSN 0167-9473, Vol. 22, no 5, 527-535 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
ELSEVIER SCIENCE BV , 1996. Vol. 22, no 5, 527-535 p.
Keyword [en]
bivariate failure times; dependent competing risks; likelihood ratio test; bivariate mixing distributions; Monte Carlo simulations; MULTIVARIATE SURVIVAL; DURATION DATA; HETEROGENEITY; UNEMPLOYMENT
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-57371OAI: oai:DiVA.org:uu-57371DiVA: diva2:85280
Note
Addresses: UNIV UPPSALA, DEPT STAT, S-75120 UPPSALA, SWEDEN.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-15

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CiteExportLink to record
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