Abstract
We developped a multivariate version of weighted logrank tests to compare two multivariate time-to-event distributions; our method is based on the marginal approach, and uses martingale properties. Our results can be extended to the study of several risk factors in a multivariate proportional hazard model. To cite this article: C. Pinçon, C. R. Acad. Sci. Paris, Ser. I 338 (2004).
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