Author(s)

Didier Alain Njamen Njomen

Department of Mathematics and Computer Science, Faculty of Science, University of Maroua, Maroua, Cameroon.

This paper studies the asymptotic normality of the Nelson-Aalen and the Kaplan-Meier estimators in a competing risks context in presence of independent right-censorship. To prove our results, we use Robelledo’s theorem which makes it possible to apply the central limit theorem to certain types of particular martingales. From the results obtained, confidence bounds for the hazard and the survival functions are provided.

Censored Data, Right-Censoring, Counting Process, Competing Risks, Nelson-Aalen and Kaplan-Meier Estimators, Asymptotic Properties of Estimators, Confidence Bands

Njomen, D. (2019) Asymptotic Normality of the Nelson-Aalen and the Kaplan-Meier Estimators in Competing Risks. Applied Mathematics, 10, 545-560. doi: 10.4236/am.2019.107038.