Nonparametric Inference for a Partially Observed Compartmental Process

Methods of nonparametric inference are proposed for a process with two transient and three absorbing states. It is assumed that the time of transitions between the transient states are unobservable. One area of applications is in epidemiology where the transient states correspond to healthy and ill, while the absorbing states correspond to types of death. It is the onset of illness which is not observable. An estimate is given for a cumulative hazard rate between the transient states, the exit hazard rates are estimated at a specific point in time and a statistic for comparing exit rates from the transient states is given.