2002
DOI: 10.14490/jjss.32.77
|View full text |Cite
|
Sign up to set email alerts
|

Asymptotic Properties of Aalen-Johansen Integrals for Competing Risks Data

Abstract: This paper considers the competing risks problem with randomly right-censored data. Let F (j) (t) be the cause-specific cumulative incidence function of a cause j, which is the probability of death due to a cause j by time t in the presence of other acting causes. The Aalen-Johansen estimator F (j) n is a nonparametric maximum likelihood estimator of F (j) . Under the assumption that all F (j) 's and a censoring distribution are continuous, asymptotic properties of the Aalen-Johansen integral sare investigate… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

0
13
0

Year Published

2007
2007
2019
2019

Publication Types

Select...
5

Relationship

0
5

Authors

Journals

citations
Cited by 7 publications
(13 citation statements)
references
References 23 publications
0
13
0
Order By: Relevance
“…Large clinical data sets, such as the Surrogate Endpoints for Aggressive Lymphoma (SEAL) collaboration, now are becoming available to address such questions. 55 In terms of methodology, even though the Aalen-Johansen estimator is the canonical nonparametric maximum likelihood estimator for multistate models with guaranteed asymptotical convergence, [17][18][19]21,29,56 caution must be exercised because the size of the available data gets smaller. This is unlikely to pose an issue for subpopulation analyses (eg, patients using R-CHOP) but might be a concern for individualized predictions because each covariate defining an individual patient also shrinks the size of the available data that the estimator uses.…”
Section: Discussionmentioning
confidence: 99%
“…Large clinical data sets, such as the Surrogate Endpoints for Aggressive Lymphoma (SEAL) collaboration, now are becoming available to address such questions. 55 In terms of methodology, even though the Aalen-Johansen estimator is the canonical nonparametric maximum likelihood estimator for multistate models with guaranteed asymptotical convergence, [17][18][19]21,29,56 caution must be exercised because the size of the available data gets smaller. This is unlikely to pose an issue for subpopulation analyses (eg, patients using R-CHOP) but might be a concern for individualized predictions because each covariate defining an individual patient also shrinks the size of the available data that the estimator uses.…”
Section: Discussionmentioning
confidence: 99%
“…We adopt a strategy developed by Stute in Stute (1995) in order to prove his Theorem 1.1, a wellknown result which states that a Kaplan-Meier integral of the form ş φ dF n can be approximated by a sum of independent terms. This idea is used in Suzukawa (2002) in the context of competing risks. We thus intend to approximate p γ n,k by the integral r γ n,k " ş φ n dF pkq n of some deterministic function φ n , with respect to the Aalen-Johansen estimator, and approximate this integral by the mean q γ n,k of independent variables U i,n (defined a few lines below).…”
Section: Proofsmentioning
confidence: 99%
“…Proceeding as in Stute (1995) or Suzukawa (2002), and using the fact that for any given function f we have ş f dH p1,kq n " 1 n ř n i"1 f pZ i qI ξi"k , we can write 1 n…”
Section: Proof Of Propositionmentioning
confidence: 99%
“…Such extrapolation beyond a chosen point 6 H is necessary when time to the first event has non-negligible probability that X > H . Suzukawa [16] extended Stute's proof of strong consistency to CIFs of competing risks, and [3] extended Suzakawa's work to SMP network states. In SMPs, the number of individuals entering the state is a random variable.…”
Section: Kaplan-meier Integrals and Truncationmentioning
confidence: 99%