Testing dependence between the failure time and failure modes: an application of enlarged filtration

Dario Gasbarra, Sangita Kulathinal, Isha Dewan, Aulikki Nissinen

    Research output: Contribution to journalArticleScientificpeer-review

    Abstract

    The model of independent competing risks provides no information for the assessment of competing failure modes if the failure mechanisms underlying these modes are coupled. Models for dependent competing risks in the literature can be distinguished on the basis of the functional behaviour of the conditional probability of failure due to a particular failure mode given that the failure time exceeds a fixed time, as a function of time. There is an interesting link between monotonicity of such conditional probability and dependence between failure time and failure mode, via crude hazard rates. In this paper, we propose tests for testing the dependence between failure time and failure mode using the crude hazards and using the conditional probabilities mentioned above. We establish the equivalence between the two approaches and provide an asymptotically efficient weight function under a sequence of local alternatives. The tests are applied to simulated data and to mortality follow-up data. (c) 2005 Elsevier B.V. All rights reserved.
    Original languageEnglish
    JournalJournal of Statistical Planning and Inference
    Volume136
    Pages (from-to)1669-1686
    Number of pages18
    ISSN0378-3758
    DOIs
    Publication statusPublished - 2006
    MoE publication typeA1 Journal article-refereed

    Fields of Science

    • 111 Mathematics

    Cite this

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    abstract = "The model of independent competing risks provides no information for the assessment of competing failure modes if the failure mechanisms underlying these modes are coupled. Models for dependent competing risks in the literature can be distinguished on the basis of the functional behaviour of the conditional probability of failure due to a particular failure mode given that the failure time exceeds a fixed time, as a function of time. There is an interesting link between monotonicity of such conditional probability and dependence between failure time and failure mode, via crude hazard rates. In this paper, we propose tests for testing the dependence between failure time and failure mode using the crude hazards and using the conditional probabilities mentioned above. We establish the equivalence between the two approaches and provide an asymptotically efficient weight function under a sequence of local alternatives. The tests are applied to simulated data and to mortality follow-up data. (c) 2005 Elsevier B.V. All rights reserved.",
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    Testing dependence between the failure time and failure modes: an application of enlarged filtration. / Gasbarra, Dario; Kulathinal, Sangita; Dewan, Isha; Nissinen, Aulikki.

    In: Journal of Statistical Planning and Inference, Vol. 136, 2006, p. 1669-1686.

    Research output: Contribution to journalArticleScientificpeer-review

    TY - JOUR

    T1 - Testing dependence between the failure time and failure modes: an application of enlarged filtration

    AU - Gasbarra, Dario

    AU - Kulathinal, Sangita

    AU - Dewan, Isha

    AU - Nissinen, Aulikki

    PY - 2006

    Y1 - 2006

    N2 - The model of independent competing risks provides no information for the assessment of competing failure modes if the failure mechanisms underlying these modes are coupled. Models for dependent competing risks in the literature can be distinguished on the basis of the functional behaviour of the conditional probability of failure due to a particular failure mode given that the failure time exceeds a fixed time, as a function of time. There is an interesting link between monotonicity of such conditional probability and dependence between failure time and failure mode, via crude hazard rates. In this paper, we propose tests for testing the dependence between failure time and failure mode using the crude hazards and using the conditional probabilities mentioned above. We establish the equivalence between the two approaches and provide an asymptotically efficient weight function under a sequence of local alternatives. The tests are applied to simulated data and to mortality follow-up data. (c) 2005 Elsevier B.V. All rights reserved.

    AB - The model of independent competing risks provides no information for the assessment of competing failure modes if the failure mechanisms underlying these modes are coupled. Models for dependent competing risks in the literature can be distinguished on the basis of the functional behaviour of the conditional probability of failure due to a particular failure mode given that the failure time exceeds a fixed time, as a function of time. There is an interesting link between monotonicity of such conditional probability and dependence between failure time and failure mode, via crude hazard rates. In this paper, we propose tests for testing the dependence between failure time and failure mode using the crude hazards and using the conditional probabilities mentioned above. We establish the equivalence between the two approaches and provide an asymptotically efficient weight function under a sequence of local alternatives. The tests are applied to simulated data and to mortality follow-up data. (c) 2005 Elsevier B.V. All rights reserved.

    KW - 111 Mathematics

    U2 - 10.1016/j.jspi.2005.07.002

    DO - 10.1016/j.jspi.2005.07.002

    M3 - Article

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    JO - Journal of Statistical Planning and Inference

    JF - Journal of Statistical Planning and Inference

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