Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure

In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed nonparametric estimator. A simulation study that serves two purposes is provided. First, it illustrates in detail how to implement our proposed nonparametric estimator. Second, it facilitates a comparison of the nonparametric estimator to a parametric counterpart based on the estimator of Lu and Liang (2008). The simulation results are generally very encouraging.