scientific article; zbMATH DE number 1271143
The paper presents pices of a semi-Markov theory analogous to the well established \(K\)-sample problem for the multiplicative intensity model of counting processes. In section 1, the model is formulated: Let \(N_{jk} (t)\) denote the number of events experienced up to time \(t\) by the \(j\)th individual in the \(k\)th experimental group. Then the intensity \(\lambda_{jk} (\cdot)\) of \(N_{jk}(\cdot)\) is of the form \[ \lambda_{jk} (\cdot)= \left( \sum^\infty_{i=0} h_{jk} (t-T_{jki}) 1_{T_{jki} T_{jk(i+1)}} (t)\right) Y_{jk} (t), \] relative to a filtration. Here, \(Y_{jk}(t)\) is a bounded predictable process, \(h_{jk}(\cdot)\geq 0\) is a deterministic function, and \(T_{jki}= \inf\{ t>0 |N_{jk} (t)=i\}\). The hypothesis of interest is \(H_0:h_{1i} (\cdot)= \cdots= h_{Ki}(\cdot)\) for every \(i\). Section 2 presents a class of nonparametric test statistics for the null hypothesis. The next one establishes the asymptotic distributions both under the null hypothesis and local alternatives. Then, in section 4, the asymptotic efficiency of the nonparametric test statistics is shown by approximating the nonparametric model through a series of parametric submodels. Finally, the theory is illustrated by a simulation study and an example with real data.
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