On Testing Independence of Failure Time and Cause of Failure Using Subquantiles

Abstract

Consider the competing risks model where the individuals are subjected to k failures. Tests for independence between time to failure and cause of failure are widely discussed in literature. We propose a quantile-based test for testing independence of failure time and cause of failure. A simulation study looks at the performance of the proposed test. The proposed test is applied to a few real data sets to illustrate its use.

Keywords:

• 62N03
• 62G10

Keywords:

• Competing risks
• tests for independence
• quantile and subquantile functions