M. A. Jácome, Dipankar Bandyopadhyay
In this paper, we study a novel Nelson-Aalen type estimator of the crude cumulative hazard function, suitable for the competing risk setup where the population membership (mark) information can be possibly missing for some individuals due to random right-censoring. The standard Nelson-Aalen estimator is not appropriate for this setting. We propose to use imputed population marks for the censored individuals through fractional risk sets that estimate the underlying risk set for the process. Some asymptotic properties such as a strong i.i.d representation and uniform strong consistency of the estimator are established. Finally, we analyze the practical performance of this estimator through a small simulation study, and apply it to a real data set for an illustration.
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