A martingale-based test for independence of time to failure and cause of failure for competing risks models

ABSTRACT

In this article, we introduce a class of tests, using a martingale approach, for testing independence of failure time and cause of failure for competing risks data. Asymptotic distribution of the proposed test statistic is derived. The procedure is illustrated with a real-life data. A simulation study is carried out to assess the level and power of the test.

KEYWORDS:

• Competing risks
• Martingale approach
• chi-square distribution.

Acknowledgments

We thank the editor and referee for their constructive comments.