A goodness-of-fit test for parametric models based on dependently truncated data
DOI10.1016/J.CSDA.2011.12.022zbMATH Open1252.62052OpenAlexW1993964106MaRDI QIDQ693227FDOQ693227
Yoshihiko Konno, Takeshi Emura
Publication date: 7 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.022
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maximum likelihoodparametric bootstrapcentral limit theoremempirical processtruncationshrinkage estimator, \texttt{R}
Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric hypothesis testing (62G10) Censored data models (62N01) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05)
Cites Work
- Testing quasi-independence for truncation data
- Title not available (Why is that?)
- Weak convergence and empirical processes. With applications to statistics
- Asymptotic Statistics
- Rank-based inference for the accelerated failure time model
- Testing the assumption of independence of truncation time and failure time
- Title not available (Why is that?)
- Estimating a distribution function with truncated data
- Fast large-sample goodness-of-fit tests for copulas
- Title not available (Why is that?)
- A note on bootstrap approximations for the empirical copula process
- Survival analysis. Techniques for censored and truncated data.
- Multivariate normal distribution approaches for dependently truncated data
- Title not available (Why is that?)
- Asymptotic properties of the product limit estimate under random truncation
- Title not available (Why is that?)
- Estimating survival under a dependent truncation
- The Product-Moment Correlation Coefficient and Linear Regression for Truncated Data
- Testing Quasi-Independence of Failure and Truncation Times via Conditional Kendall's Tau
- Marginal Regression Models for Multivariate Failure Time Data
- On estimation of the Poisson parameter in zero-modified Poisson models.
- Estimation for the bivariate Poisson distribution
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
Cited In (6)
- Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data
- Model diagnostic procedures for copula-based Markov chain models for statistical process control
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach
- Maximum likelihood estimation for a special exponential family under random double-truncation
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach
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