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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 32 (1997)
Issue (Month): 3 (March)
Contact details of provider:
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.
- 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.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.