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On Comparing Cumulative Incidence Functions Using an Empirical Likelihood Ratio Type Test

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  • Hammou El Barmi
  • Lahcen El Bermi

Abstract

We consider the competing risks problem with two risks and develop empirical likelihood ratio type tests for testing the null hypothesis that the cumulative incidence functions corresponding to these two risks are equal against the alternatives: (a) they are not equal and (b) they are linearly ordered. The asymptotic null distributions of the proposed test statistics are shown to have simple distribution-free representations in terms of a standard Brownian motion process. The results of a simulation study indicate that the proposed test for testing for the presence of the linear order is more powerful than a test designed for the same situation in Aly et al. (1994). To illustrate the theoretical results, we discuss an example involving survival times of mice exposed to radiation.

Suggested Citation

  • Hammou El Barmi & Lahcen El Bermi, 2015. "On Comparing Cumulative Incidence Functions Using an Empirical Likelihood Ratio Type Test," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(23), pages 4940-4952, December.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:23:p:4940-4952
    DOI: 10.1080/03610926.2013.804564
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