Nonparametric inference for the cumulative incidence function of a competing risk, with an emphasis on confidence bands in the presence of left‐truncation

Abstract

Motivated by a study on pregnancy outcome, a computationally simple resampling procedure for nonparametric analysis of the cumulative incidence function of a competing risk is investigated for left-truncated data. We also modify the original procedure to producing the more desirable Greenwood-type variance estimates. These approaches are used to construct simultaneous confidence bands of the cumulative incidence functions which is otherwise hampered by the complicated nature of the covariance process. Simulation results and a real data example are provided.