IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v28y2001i4p715-724.html
   My bibliography  Save this article

On Non‐parametric Estimation of the Survival Function with Competing Risks

Author

Listed:
  • Paul H. Kvam
  • Harshinder Singh

Abstract

The non‐parametric maximum likelihood estimators (MLEs) are derived for survival functions associated with individual risks or system components in a reliability framework. Lifetimes are observed for systems that contain one or more of those components. Analogous to a competing risks model, the system is assumed to fail upon the first instance of any component failure; i.e. the system is configured in series. For any given risk or component type, the asymptotic distribution is shown to depend explicitly on the unknown survival function of the other risks, as well as the censoring distribution. Survival functions with increasing failure rate are investigated as a special case. The order restricted MLE is shown to be consistent under mild assumptions of the underlying component lifetime distributions.

Suggested Citation

  • Paul H. Kvam & Harshinder Singh, 2001. "On Non‐parametric Estimation of the Survival Function with Competing Risks," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(4), pages 715-724, December.
    • Handle: RePEc:bla:scjsta:v:28:y:2001:i:4:p:715-724
    DOI: 10.1111/1467-9469.00264
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/1467-9469.00264
    Download Restriction: no
    File URL: https://libkey.io/10.1111/1467-9469.00264?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Coolen-Maturi, Tahani, 2014. "Nonparametric predictive pairwise comparison with competing risks," Reliability Engineering and System Safety, Elsevier, vol. 132(C), pages 146-153.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:28:y:2001:i:4:p:715-724. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.