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On the assumption of independent right censoring. (English) Zbl 07607021

Summary: Various assumptions on a right-censoring mechanism to ensure consistency of the Kaplan-Meier and Aalen-Johansen estimators in a competing risks setting are studied. Specifically, eight different assumptions are seen to fall in two categories: a weaker identifiability assumption, which is the weakest possible assumption in a precise sense, and a stronger representativity assumption which ensures the existence of an independent censoring time. When a given censoring time is considered, similar assumptions can be made on the censoring time. This allows for a characterization of so-called pointwise independence as well as full independence of censoring time and event time and type. Examples illustrate how the various assumptions differ.

MSC:

62-XX Statistics

Software:

timereg

References:

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