A note on nonparametric quantile inference for competing risks and more complex multistate models
竞争风险及复杂多状态模型的非参数分位数推断札记
Nonparametric quantile inference for competing risks has recently been studied by Peng & Fine (2007). Their key result establishes uniform consistency and weak convergence of the inverse of the Aalen–Johansen estimator of the cumulative incidence function, using the representation of the cumulative incidence estimator as a sum of independent and identically distributed random variables. The limit process is of a form similar to that of the standard survival result, but with…