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Power divergence approach for one-shot device testing under competing risks

Most work on one-shot devices assume that there is only one possible cause of device failure. However, in practice, it is often the case that the products under study can experience any one of various possible causes of failure. Robust estimators and Wald-type tests are developed here for the case of one-shot devices under competing risks. An extensive simulation study illustrates the robustness of these divergence-based estimators and test procedures based on them. A data-driven procedure is proposed for choosing the optimal estimator for any given data set which is then applied to an example in the context of survival analysis.