Model checks under random censorship
AbstractLet denote a parametric family of lifetime distributions on the real line. For a given sample of possibly censored data from an unknown distribution function F, we consider the Kaplan-Meier process with estimated parameters. It constitutes the basic tool for checking the hypothesis . Since for testing purposes this process is intractable in practice we propose to transform it to another one from which (asymptotically) distribution-free full model checks are readily available.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 32 (1997)
Issue (Month): 3 (March)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- K. Auinger, 1990. "Quasi goodness of fit tests for lifetime distributions," Metrika, Springer, vol. 37(1), pages 97-116, December.
- Zhang, Chun-Xia & Mei, Chang-Lin & Zhang, Jiang-She, 2007. "An empirical study of a test for polynomial relationships in randomly right censored regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6543-6556, August.
- Li, Gang & Sun, Yanqing, 2000. "A simulation-based goodness-of-fit test for survival data," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 403-410, May.
- Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2005.
"Distribution free goodness-of-fit tests for linear processes,"
LSE Research Online Documents on Economics
6840, London School of Economics and Political Science, LSE Library.
- Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2005. "Distribution Free Goodness-of-Fit Tests for Linear Processes," STICERD - Econometrics Paper Series /2005/482, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Delgado, Miguel A. & Stute, Winfried, 2008. "Distribution-free specification tests of conditional models," Journal of Econometrics, Elsevier, vol. 143(1), pages 37-55, March.
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