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Analysis of Competing Risks by Using Bayesian Smoothing

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  • Dario Gasbarra
  • S. R. Karia

Abstract

We consider the competing risks set‐up. In many practical situations, the conditional probability of the cause of failure given the failure time is of direct interest. We propose to model the competing risks by the overall hazard rate and the conditional probabilities rather than the cause‐specific hazards. We adopt a Bayesian smoothing approach for both quantities of interest. Illustrations are given at the end.

Suggested Citation

  • Dario Gasbarra & S. R. Karia, 2000. "Analysis of Competing Risks by Using Bayesian Smoothing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(4), pages 605-617, December.
    • Handle: RePEc:bla:scjsta:v:27:y:2000:i:4:p:605-617
    DOI: 10.1111/1467-9469.00211
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    Cited by:

    1. Fermanian, Jean-David, 2003. "Nonparametric estimation of competing risks models with covariates," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 156-191, April.
    2. Djeundje, Viani Biatat & Crook, Jonathan, 2018. "Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards," European Journal of Operational Research, Elsevier, vol. 271(2), pages 697-709.
    3. Mériem Saïd & Nadia Ghazzali & Louis-Paul Rivest, 2007. "Score tests for independence in parametric competing risks models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(3), pages 547-564, December.
    4. Pierpaolo De Blasi & Nils L. Hjort, 2007. "The Bernstein-Von Mises Theorem in Semiparametric Competing Risks Models," ICER Working Papers - Applied Mathematics Series 17-2007, ICER - International Centre for Economic Research.
    5. Andrew G. Chapple, 2018. "Modeling ISIL terror attacks and their fatality rates with a Bayesian reversible jump marked point process," EERI Research Paper Series EERI RP 2018/09, Economics and Econometrics Research Institute (EERI), Brussels.

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