A constrained parametric bootstrap test assesses similarity of competing risks models via maximum-type distance on transition probability matrices under censoring.
Note on the consistency of the maximum likelihood estimate.The Annals of Mathematical Statistics, 20(4):595–601, 1949
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Testing similarity of competing risks models by comparing transition probabilities
A constrained parametric bootstrap test assesses similarity of competing risks models via maximum-type distance on transition probability matrices under censoring.