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Article: Resampling methods for testing a semiparametric random censorship model
Title | Resampling methods for testing a semiparametric random censorship model |
---|---|
Authors | |
Keywords | Bootstrap Empirical Process Gaussian Process Random Censorship Random Symmetrization Test Consistency |
Issue Date | 2002 |
Publisher | Blackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/SJOS |
Citation | Scandinavian Journal Of Statistics, 2002, v. 29 n. 1, p. 111-123 How to Cite? |
Abstract | This paper presents a goodness-of-fit test for a semiparametric random censorship model proposed by Dikta (1998). The test statistic is derived from a model-based process which is asymptotically Gaussian. In addition to test consistency, the proposed test can detect local alternatives distinct n-1/2 from the null hypothesis. Due to the intractability of the asymptotic null distribution of the test statistic, we turn to two resampling approximations. We first use the well-known bootstrap method to approximate critical values of the test. We then introduce a so-called random symmetrization method for carrying out the test. Both methods perform very well with a sample of moderate size. A simulation study shows that the latter possesses better empirical powers and sizes for small samples. |
Persistent Identifier | http://hdl.handle.net/10722/172389 |
ISSN | 2023 Impact Factor: 0.8 2023 SCImago Journal Rankings: 0.892 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Zhu, LX | en_US |
dc.contributor.author | Yuen, KC | en_US |
dc.contributor.author | Tang, NY | en_US |
dc.date.accessioned | 2012-10-30T06:22:17Z | - |
dc.date.available | 2012-10-30T06:22:17Z | - |
dc.date.issued | 2002 | en_US |
dc.identifier.citation | Scandinavian Journal Of Statistics, 2002, v. 29 n. 1, p. 111-123 | en_US |
dc.identifier.issn | 0303-6898 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/172389 | - |
dc.description.abstract | This paper presents a goodness-of-fit test for a semiparametric random censorship model proposed by Dikta (1998). The test statistic is derived from a model-based process which is asymptotically Gaussian. In addition to test consistency, the proposed test can detect local alternatives distinct n-1/2 from the null hypothesis. Due to the intractability of the asymptotic null distribution of the test statistic, we turn to two resampling approximations. We first use the well-known bootstrap method to approximate critical values of the test. We then introduce a so-called random symmetrization method for carrying out the test. Both methods perform very well with a sample of moderate size. A simulation study shows that the latter possesses better empirical powers and sizes for small samples. | en_US |
dc.language | eng | en_US |
dc.publisher | Blackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/SJOS | en_US |
dc.relation.ispartof | Scandinavian Journal of Statistics | en_US |
dc.subject | Bootstrap | en_US |
dc.subject | Empirical Process | en_US |
dc.subject | Gaussian Process | en_US |
dc.subject | Random Censorship | en_US |
dc.subject | Random Symmetrization | en_US |
dc.subject | Test Consistency | en_US |
dc.title | Resampling methods for testing a semiparametric random censorship model | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | en_US |
dc.identifier.authority | Yuen, KC=rp00836 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1111/1467-9469.00015 | en_US |
dc.identifier.scopus | eid_2-s2.0-0036005419 | en_US |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0036005419&selection=ref&src=s&origin=recordpage | en_US |
dc.identifier.volume | 29 | en_US |
dc.identifier.issue | 1 | en_US |
dc.identifier.spage | 111 | en_US |
dc.identifier.epage | 123 | en_US |
dc.identifier.isi | WOS:000174858700009 | - |
dc.publisher.place | United Kingdom | en_US |
dc.identifier.scopusauthorid | Zhu, LX=7404201068 | en_US |
dc.identifier.scopusauthorid | Yuen, KC=7202333703 | en_US |
dc.identifier.scopusauthorid | Tang, NY=7202344091 | en_US |
dc.identifier.issnl | 0303-6898 | - |