Test for independence between time to failure and cause of failure in competing risks with k causes

ABSTRACT

In this paper, we develop a simple nonparametric test for testing the independence of time to failure and cause of failure in competing risks set up. We generalise the test to the situation where failure data is right censored. We obtain the asymptotic distribution of the test statistics for complete and censored data. The efficiency loss due to censoring is studied using Pitman efficiency. The performance of the proposed test is evaluated through simulations. Finally we illustrate our test procedure using three real data sets.

KEYWORDS:

• Asymptotic efficiency
• competing risks
• conditional probability
• right censoring
• U-statistics

Acknowledgments

We thank the reviewer for his/her useful comments that helped to improve the manuscript. Anjana is thankful to SERB, DST, Government of India for the financial support provided to carry out this work.

Disclosure statement

No potential conflict of interest was reported by the authors.

ORCID

K. K. Sudheesh  http://orcid.org/0000-0002-9605-3400