This article develops omnibus tests for comparing cause-specific hazard rat
es and cumulative incidence functions at specified covariate levels. Confid
ence bands for the difference and the ratio of two conditional cumulative i
ncidence functions are also constructed. The omnibus test is formulated in
terms of a test process given by a weighted difference of estimates of cumu
lative cause-specific hazard rates under Cox proportional hazards models. A
simulation procedure is devised for sampling from the null distribution of
the test process, leading to graphical and numerical techniques for detect
ing significant differences in the risks. The approach is applied to a coho
rt study of type-specific HIV infection rates.