Gilbert, P. B., McKeague, I. W. and Sun, Y. (January 2001) Tests for Comparing Mark-Specific Hazards and Cumulative Incidence Functions Abstract: It is of interest in some applications to determine whether there is a relationship between a hazard rate function (or a cumulative incidence function) and a mark variable which is only observed at uncensored failure times. We develop nonparametric tests for this problem when the mark variable is continuous. Tests are developed for the null hypothesis that the mark-specific hazard rate is independent of the mark versus ordered and two-sided alternatives expressed in terms of mark-specific hazard functions and mark-specific cumulative incidence functions. No assumptions are made about the nature of dependence between the risks. The test statistics are based on functionals of a bivariate test process equal to a weighted average of differences between a Nelson--Aalen-type estimator of the mark-specific cumulative hazard function and a nonparametric estimator of this function under the null hypothesis. The weight function in the test process can be chosen so that the test statistics are asymptotically distribution-free. Since the limiting covariance structure of each test statistic is complicated, asymptotically correct critical values are obtained through a simple simulation procedure. Numerical studies show that the testing procedure has good size and power characteristics at moderate sample sizes. We present an application to viral genetics data collected in AIDS Clinical Trials Group Study 241, which evaluated two antiretroviral treatments of HIV infection. Specifically, the tests are used to assess if the instantaneous or absolute risk of treatment failure depends on the amount of accumulation of drug resistance mutations in a subject's HIV virus. This assessment helps guide development of anti-HIV therapies that surmount the problem of drug resistance.