Uniform convergence of nonparametric regressions in competing risks model with right censoring

Laurent Bordes (1) , Kossi Essona Gneyou (2)

1 UPPA - Université de Pau et des Pays de l'Adour
2 Département de Mathématiques BP 1515 Lomé

We consider, in the presence of covariates, non independent competing risks that are subject to right censoring. We define a nonparametric estimator of the incident regression function through the generalized product-limit estimator of the conditional censorship distribution function. Under suitable conditions we establish the almost sure uniform convergence of those estimators with appropriate rate.

Mots clés: 62N02; 62G05; 62G20; 62H12; Competing risks; Nonparametric regression function; Right censoring; Generalized product-limit estimator; Convergence rate

Domaines: Bio-informatique [q-bio.QM]; Bio-Informatique, Biologie Systémique [q-bio.QM]

Laurent Bordes, Kossi Essona Gneyou. Uniform convergence of nonparametric regressions in competing risks model with right censoring. Statistics and Probability Letters, 2011, 81 (11), pp.1654. ⟨10.1016/j.spl.2011.06.008⟩. ⟨hal-00789865⟩