A Proportional Hazards Model for Successive Duration Times Under Informative Censoring

Abstract

We consider a semi parametric model for duration times of two successive events under informative censoring. In this article, we introduce proportional hazards model for duration times and develop inference procedures under informative censoring. Estimators of the parameters and baseline hazard functions are studied and properties of the estimators are discussed. A small simulation study is conducted to assess the performance of the estimators. We illustrate the procedure using a real life data.

Keywords:

• Duration times
• Informal censoring
• Proportional hazards model

Mathematics Subject Classification:

• 62N01
• 62N02