A central limit
theorem for nonparametric regression for competing risks model with
right censoring
Laurent Bordes
Université de Pau, France
In this talk, we consider a competing risks model including covariates
in which the observations
are subject to random right censoring. Without any assumption of
independence of the competing risks,
and based on a nonparametric kernel-type estimator of the incident
regression function an estimator of the
conditional regression function is proposed. We show that at a given
covariate value and under suitable
conditions the nonparametric estimator of the regression function is
asymptotically normal. A simulation
study is provided showing that our estimators have good behavior for
moderate sample sizes.