A Note on Variance Estimation of the Aalen-Johansen Estimator of the Cumulative Incidence Function in Competing Risks

Allignol, Schumacher and Beyersmann have a new paper in Biometrical Journal. This considers variance estimation for the cumulative incidence functions in a cause-specific hazards competing risks analysis. They compare a Greenwood-type estimator of variance with the counting process derived estimator for left-truncated and right-censored data. They find that the Greenwood-type estimator is generally preferable for finite sample sizes.