Random survival forests for competing risks.

@article{Ishwaran2014RandomSF,
  title={Random survival forests for competing risks.},
  author={Hemant Ishwaran and Thomas Gerds and Udaya B. Kogalur and Richard Moore and Stephen J Gange and Bryan Lau},
  journal={Biostatistics},
  year={2014},
  volume={15 4},
  pages={757-73}
}
We introduce a new approach to competing risks using random forests. Our method is fully non-parametric and can be used for selecting event-specific variables and for estimating the cumulative incidence function. We show that the method is highly effective for both prediction and variable selection in high-dimensional problems and in settings such as HIV/AIDS that involve many competing risks. 

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