Inference on Risk Rates Based on Mortality Data Under Censoring and Competing Risks Using Parametric Models

In this paper we consider the competing risks model where the risks may not be independent. We assume both fixed and random censoring. The random censoring mechanism could have either a parametric or a non-parametric form. The life distributions and the parametric censoring distribution considered are exponential or Weibull. The expressions for the asymptotic confidence intervals for various parameters of interest under different models, using the estimated Fisher information matrix and parametric bootstrap techniques have been derived. Monte Carlo simulation studies for some of these cases have been carried out.