Analysis of survival data with two dependent competing risks

Abstract

Here we consider a competing risks model where the two risks of interest are not independent. The dependence is due to the additive effect of an independent contaminating risk on two initially independent risks. The problem is identifiable when the three risks flow independent exponential distributions and also when the two initial risks follow proportional hazards model. Procedures are suggested for estimation and testing hypotheses regarding the parameters of the three exponentials in the first can and the constant of proportionality in the second case, when the information available consists of the times to death and the causes of death of the individuals.