Approximations of some hazard rate estimators in a competing risks model

Parametric Estimation in a Recurrent Competing Risks Model

A resource-efficient approach to making inferences about the distributional properties of the failure times in a competing risks setting is presented. Efficiency is gained by observing recurrences of the compet- ing risks over a random monitoring period. The resulting model is called the recurrent competing risks model (RCRM) and is coupled with two repair strategies whenever the system fails. ...

SEMIPARAMETRIC ESTIMATORS IN COMPETING RISKS REGRESSION by

Mortality and socio-economic differences in Denmark: a competing risks proportional hazard model.

This paper explores how mortality is related to such socio-economic factors as education, occupation, skill level and income for the years 1992-1997 using an extensive sample of the Danish population. We employ a competing risks proportional hazard model to allow for different causes of death. This method is important as some factors have unequal (and sometimes opposite) influence on the cause-...

Competing Risks Model for Corporate Exit Analysis : Discrete Hazard Model and Extension with Stochastic Frailties

Publicly traded companies can leave a public system by bankruptcy or an exit due to merger. Discrete sub-hazard functions are modeled with a multinomial logit model. For 12,571 U.S. industrial firms spanning 1980 to 2004, quarterly firm specific financial variables and macroeconomic variables are available. Time-varying baseline hazard functions may capture unobservable or missing macroeconomic...

Bayesian variable selection for a semi-competing risks model with three hazard functions

A variable selection procedure is developed for a semi-competing risks regression model with three hazard functions that uses spike-and-slab priors and stochastic search variable selection algorithms for posterior inference. A rule is devised for choosing the threshold on the marginal posterior probability of variable inclusion based on the Deviance Information Criterion (DIC) that is examined ...