Testing for monotone increasing hazard rate

DOI10.1214/009053605000000039MaRDI QIDQ2569236zbMATH OpenOpenAlexFDO

Authors Ingrid Van Keilegom, Peter Hall

Publication date 18 October 2005

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0507419

zbMATH Keywords

bandwidthbootstrapconvex functioncumulative hazard ratekernel methodslocal alternativemonotone functionpowersurvival analysis

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Testing in survival analysis and censored data (62N03)

Abstract: A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on the assumption that the null distribution is exponential. Instead, empirical information is used to effectively identify and eliminate from further consideration parts of the line where the hazard rate is clearly increasing; and to confine subsequent attention only to those parts that remain. This produces a test with greater apparent power, without the excessive conservatism of exponential-based tests. Our approach to calibration borrows from ideas used in certain tests for unimodality of a density, in that a bandwidth is increased until a distribution with the desired properties is obtained. However, the test statistic does not involve any smoothing, and is, in fact, based directly on an assessment of convexity of the distribution function, using the conventional empirical distribution. The test is shown to have optimal power properties in difficult cases, where it is called upon to detect a small departure, in the form of a bump, from monotonicity. More general theoretical properties of the test and its numerical performance are explored.

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Cited in

(28)

• A refined Jensen's inequality in Hilbert spaces and empirical approximations
• Testing the hypothesis of increasing hazard ratio in two samples
• Testing departures from the increasing hazard rate property
• Properties of increasing odds rate distributions with a statistical application
• Testing convexity of the generalised hazard function
• Distribution of ratio of extreme of isotonic estimators of chi-square variables with applications
• Testing monotonicity of a hazard: asymptotic distribution theory
• Testing monotonicity via local least concave majorants
• A test for the increasing log-odds rate family
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• Isotonic \(L_{2}\)-projection test for local monotonicity of a hazard
• Nonparametric testing for a monotone hazard function via normalized spacings
• Testing functional inequalities
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• Estimation of a decreasing hazard of patients with acute coronary syndrome
• Distribution-free tests of stochastic dominance for small samples
• Generalized continuous isotonic regression
• Multiscale inference about a density

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