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Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
- Source :
- Journal of Multivariate Analysis, Journal of Multivariate Analysis, Elsevier, 2009, 100 (1), pp.210-230, Journal of Multivariate Analysis, 2009, 100 (1), pp.210-230
- Publication Year :
- 2009
- Publisher :
- Elsevier BV, 2009.
-
Abstract
- International audience; We develop two kernel smoothing based tests of a parametric mean-regression model against a nonparametric alternative when the response variable is right-censored. The new test statistics are inspired by the synthetic data and the weighted least squares approaches for estimating the parameters of a (non)linear regression model under censoring. The asymptotic critical values of our tests are given by the quantiles of the standard normal law. The tests are consistent against fixed alternatives, local Pitman alternatives and uniformly over alternatives in H\"{o}lder classes of functions of known regularity.
- Subjects :
- Statistics and Probability
Statistics::Theory
Kaplan-Meier integral
01 natural sciences
010104 statistics & probability
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
62G08
62N01
0502 economics and business
Linear regression
Statistics
Statistics::Methodology
0101 mathematics
050205 econometrics
Mathematics
Parametric statistics
Numerical Analysis
05 social sciences
Nonparametric statistics
Regression analysis
[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]
16. Peace & justice
Kaplan–Meier integral
Censoring (statistics)
Nonparametric regression
Local alternative
Hypothesis testing
Parametric model
Censored data
MSC 2000: 62G10, 62G08, 62N01
Statistics, Probability and Uncertainty
Nonlinear regression
62G10
Subjects
Details
- ISSN :
- 0047259X and 10957243
- Volume :
- 100
- Issue :
- 1
- Database :
- OpenAIRE
- Journal :
- Journal of Multivariate Analysis
- Accession number :
- edsair.doi.dedup.....fe4d8a1bf311db1edc1103d160f619ff
- Full Text :
- https://doi.org/10.1016/j.jmva.2008.04.008