a Département de Mathématiques, UMR CNRS 6623, Université de Franche Comté, 16, route de Gray, 25030 Besançon Cedex, France b LSTA, Université de Paris VI, 175 rue de Chevaleret, 75013 Paris, France
Abstract:
The aim of this paper is to carry out statistical inference in a competing risks setup when only selection-biased observation of the data of interest is available. We introduce estimators of the cumulative incidence functions and study their joint large sample behavior.