On A Deconvolution Problem Under Competing Risks
Résumé
Bagai and Prakasa Rao (1992) considered a competing risks model with two dependent risks. The two risks are initially independent but dependence arises because of the additive effect of an independent risk on the two initially independent risks. They showed that the ratio of failure rates are identifiable in the nonparametric set up. In this paper, we consider it as a measurement error/deconvolution problem and suggest a nonparametric kernel type estimator for the ratio of two failure rates. The local error properties of the proposed estimator are studied. Simulation studies show the efficacy of the proposed estimator.
Domaines
Statistiques [math.ST]Origine | Fichiers produits par l'(les) auteur(s) |
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