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Phase-type models for competing risks, with emphasis on identifiability issues

We first review some main results for phase-type distributions, including a discussion of Coxian distributions and their canonical representations. We then consider the extension of phase-type modeling to cover competing risks. This extension involves the consideration of finite state Markov chains...

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Detalles Bibliográficos
Autor principal: Lindqvist, Bo Henry
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10006281/
https://www.ncbi.nlm.nih.gov/pubmed/35132532
http://dx.doi.org/10.1007/s10985-022-09547-7
Descripción
Sumario:We first review some main results for phase-type distributions, including a discussion of Coxian distributions and their canonical representations. We then consider the extension of phase-type modeling to cover competing risks. This extension involves the consideration of finite state Markov chains with more than one absorbing state, letting each absorbing state correspond to a particular risk. The non-uniqueness of Markov chain representations of phase-type distributions is well known. In the paper we study corresponding issues for the competing risks case with the aim of obtaining identifiable parameterizations. Statistical inference for the Coxian competing risks model is briefly discussed and some real data are analyzed for illustration.