Smooth goodness-of-fit tests for composite hypothesis in hazard based models
DOI10.1214/aos/1024691364zbMath0934.62023OpenAlexW2092127179MaRDI QIDQ1807144
Publication date: 9 November 1999
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1024691364
nuisance parameterscounting processesmultiplicative intensity modeladaptivenesstest for exponentialitymartingale central limit theoremNeyman's testgeneralized residualslocal asymptotic relative efficiencytest for Weibull score test
Inference from stochastic processes (62M99) Testing in survival analysis and censored data (62N03) Asymptotic properties of parametric tests (62F05) Reliability and life testing (62N05)
Related Items (15)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Cox's regression model for counting processes: A large sample study
- Generalized Pearson-Fisher chi-square goodness-of-fit tests, with applications to models with life history data
- Goodness of fit problem and scanning innovation martingales
- Goodness of fit tests in models for life history data based on cumulative hazard rates
- Goodness-of-fit tests for censored survival data
- Chi-square goodness-of-fit test for randomly censored data
- The empirical distribution function of residuals from generalised regression
- Goodness-of-fit tests for exponentiality based on a loss-of-memory type functional equation
- The asymptotic effect of substituting estimators for parameters in certain types of statistics
- On the asymptotic normality of statistics with estimated parameters
- Testing goodness-of-fit in regression via order selection criteria
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Nonparametric inference for a family of counting processes
- Properties of test statistics applied to residuals in failure time models
- Chi-square goodness-of-fit tests for randomly censored data
- Asymptotically uniformly most powerful tests in parametric and semiparametric models
- Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests
- Martingale-based residuals for survival models
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Smooth Tests of Goodness of Fit: An Overview
- On Tests Applied to Residuals
- Simple nonparametric tests for a known standard survival based on censored data
- Residuals for relative risk regression
- Pearson-Type Goodness-of-Fit Tests: The Univariate Case
- Comparing means of correlated variates with missing data
- A chi-squabe statistic for goodies-of-fit tests within the exponential family
- Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
- Smooth Goodness-of-Fit Tests for the Baseline Hazard in Cox's Proportional Hazards Model
- Data-Driven Version of Neyman's Smooth Test of Fit
- Small-Sample Results for the Kaplan-Meier Estimator
- Properties of Hazard-Based Residuals and Implications in Model Diagnostics
- Locally asymptotically most stringent tests and Lagrangian multiplier tests of linear hypotheses
- The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
- Statistical models based on counting processes
This page was built for publication: Smooth goodness-of-fit tests for composite hypothesis in hazard based models