  For time-to-event data with finitely many competing risks, the proportional
hazards model has been a popular tool for relating the cause-specific outcomes
to covariates [Prentice et al. Biometrics 34 (1978) 541--554]. This article
studies an extension of this approach to allow a continuum of competing risks,
in which the cause of failure is replaced by a continuous mark only observed at
the failure time. We develop inference for the proportional hazards model in
which the regression parameters depend nonparametrically on the mark and the
baseline hazard depends nonparametrically on both time and mark. This work is
motivated by the need to assess HIV vaccine efficacy, while taking into account
the genetic divergence of infecting HIV viruses in trial participants from the
HIV strain that is contained in the vaccine, and adjusting for covariate
effects. Mark-specific vaccine efficacy is expressed in terms of one of the
regression functions in the mark-specific proportional hazards model. The new
approach is evaluated in simulations and applied to the first HIV vaccine
efficacy trial.
