A goodness-of-fit test for parametric models based on dependently truncated data

DOI10.1016/J.CSDA.2011.12.022zbMath1252.62052OpenAlexW1993964106MaRDI QIDQ693227

Yoshihiko Konno, Takeshi Emura

Publication date: 7 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.022

zbMATH Keywords

truncationcentral limit theoremmaximum likelihoodempirical processparametric bootstrapshrinkage estimator, \texttt{R}

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Censored data models (62N01) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)

Related Items (6)

Model diagnostic procedures for copula-based Markov chain models for statistical process control ⋮ Maximum likelihood estimation for a special exponential family under random double-truncation ⋮ Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data ⋮ Nonparametric maximum likelihood estimation for dependent truncation data based on copulas ⋮ Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach ⋮ Specification tests in semiparametric transformation models --- a multiplier bootstrap approach

Uses Software

• Unnamed Item
• MASS (R)
• numDeriv
• bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Testing quasi-independence for truncation data
• Multivariate normal distribution approaches for dependently truncated data
• A note on bootstrap approximations for the empirical copula process
• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
• Asymptotic properties of the product limit estimate under random truncation
• On estimation of the Poisson parameter in zero-modified Poisson models.
• Survival analysis. Techniques for censored and truncated data.
• Weak convergence and empirical processes. With applications to statistics
• Fast large-sample goodness-of-fit tests for copulas
• Testing the assumption of independence of truncation time and failure time
• Estimating survival under a dependent truncation
• Asymptotic Statistics
• The Product-Moment Correlation Coefficient and Linear Regression for Truncated Data
• Rank-based inference for the accelerated failure time model
• Marginal Regression Models for Multivariate Failure Time Data
• Estimation for the bivariate Poisson distribution
• Testing Quasi-Independence of Failure and Truncation Times via Conditional Kendall's Tau
• Estimating a distribution function with truncated data

This page was built for publication: A goodness-of-fit test for parametric models based on dependently truncated data