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Updated: Oct 4, 2025

An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
Phase-type models for competing risks, with emphasis on identifiability issues
1Norwegian University of Science and Technology, Trondheim, Norway. bo.lindqvist@ntnu.no.
Abstract:
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.
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