Nonparametric tests for transition probabilities in nonhomogeneous Markov processes

DOI10.1080/10485252.2019.1705298zbMATH Open1435.62149arXiv1904.03517OpenAlexW3105607016WikidataQ92131430 ScholiaQ92131430MaRDI QIDQ5221302FDOQ5221302

Giorgos Bakoyannis

Publication date: 25 March 2020

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Abstract: This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are a linear nonparametric test, an L2-norm-based test and a Kolmogorov-Smirnov-type test. Significance level assessment is based on rigorous procedures, which are justified through the use of modern empirical process theory. Moreover, the L2-norm and the Kolmogorov-Smirnov-type tests are shown to be consistent for every fixed alternative hypothesis. The proposed tests are also extended to more complex situations such as cases with incompletely observed absorbing states and non-Markov processes. Simulation studies show that the test statistics perform well even with small sample sizes. Finally, the proposed tests are applied to data on the treatment of early breast cancer from the European Organization for Research and Treatment of Cancer (EORTC) trial 10854, under an illness-death model.

Full work available at URL: https://arxiv.org/abs/1904.03517

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zbMATH Keywords

competing risksmulti-state modelillness-death modelstate occupation probabilitymissing absorbing states

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Reliability and life testing (62N05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: hypothesis testing (62M02)

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Cited In (6)

• Title not available (Why is that?)
• Testing hypothesis on transition distributions of a Markov sequence
• Nonparametric analysis of nonhomogeneous multistate processes with clustered observations
• Nonparametric tests for multistate processes with clustered data
• Tests for semiparametric model based on non-homogeneous Markov process
• Nonparametric tests of the Markov hypothesis in continuous-time models

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