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New characterization-based exponentiality tests for randomly censored data

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  • Marija Cuparić

    (University of Belgrade)

  • Bojana Milošević

    (University of Belgrade)

Abstract

Recently, the characterization-based approach for the construction of goodness of fit tests has become popular. Most of the proposed tests have been designed for complete i.i.d. samples. Here, we present the adaptation of the recently proposed exponentiality tests based on equidistribution-type characterizations for the case of randomly censored data. Their asymptotic properties are provided. Besides, we present the results of wide empirical power study including the powers of several recent competitors. This study can be used as a benchmark for future tests proposed for this kind of data.

Suggested Citation

  • Marija Cuparić & Bojana Milošević, 2022. "New characterization-based exponentiality tests for randomly censored data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 461-487, June.
    • Handle: RePEc:spr:testjl:v:31:y:2022:i:2:d:10.1007_s11749-021-00787-7
    DOI: 10.1007/s11749-021-00787-7
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    References listed on IDEAS

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    1. Norbert Henze & Simos G. Meintanis, 2005. "Recent and classical tests for exponentiality: a partial review with comparisons," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(1), pages 29-45, February.
    2. Somnath Datta & Dipankar Bandyopadhyay & Glen A. Satten, 2010. "Inverse Probability of Censoring Weighted U‐statistics for Right‐Censored Data with an Application to Testing Hypotheses," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 680-700, December.
    3. Sudheesh K. Kattumannil & P. Anisha, 2019. "A simple non-parametric test for decreasing mean time to failure," Statistical Papers, Springer, vol. 60(1), pages 73-87, February.
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    6. Ying, Zhiliang, 1989. "A note on the asymptotic properties of the product-limit estimator on the whole line," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 311-314, February.
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    Cited by:

    1. Marija Cuparić & Bojana Milošević, 2025. "Goodness-of-fit testing in the presence of cured data: IPCW approach," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 31(2), pages 233-252, April.
    2. James S. Allison & Bruno Ebner & Marius Smuts, 2023. "Logistic or not Logistic?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(4), pages 429-443, November.
    3. Marija Cuparić & Bojana Milošević, 2024. "To impute or to adapt? Model specification tests’ perspective," Statistical Papers, Springer, vol. 65(2), pages 1021-1039, April.

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