Smooth goodness-of-fit tests for composite hypothesis in hazard based models
From MaRDI portal
Publication:1807144
DOI10.1214/aos/1024691364zbMath0934.62023MaRDI 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 parameters; counting processes; multiplicative intensity model; adaptiveness; test for exponentiality; martingale central limit theorem; Neyman's test; generalized residuals; local asymptotic relative efficiency; test for Weibull score test
62M99: Inference from stochastic processes
62N03: Testing in survival analysis and censored data
62F05: Asymptotic properties of parametric tests
62N05: Reliability and life testing
Related Items
Generalized hazard-based goodness-of-fit tests for a repairable system, Optimal goodness-of-fit tests for recurrent event data, Bayesian goodness-of-fit test for censored data, Special issue: Papers from the 7th Eugene Lukacs conference on Mathematical statistics and probability theory. Bowling Green State Univ., Bowling Green, OH, USA, April 25--27, 1997, Properties of test statistics applied to residuals in failure time models, A basis approach to goodness-of-fit testing in recurrent event models, Adaptive Neyman's smooth tests of homogeneity of two samples of survival data, Dynamic modeling and statistical analysis of event times, Data-driven smooth tests of the proportional hazards assumption, Goodness-of-Fit Test for Monotone Functions
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
