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Article: Resampling methods for testing a semiparametric random censorship model

TitleResampling methods for testing a semiparametric random censorship model
Authors
KeywordsBootstrap
Empirical Process
Gaussian Process
Random Censorship
Random Symmetrization
Test Consistency
Issue Date2002
PublisherBlackwell 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?
AbstractThis 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 Identifierhttp://hdl.handle.net/10722/172389
ISSN
2015 Impact Factor: 0.908
2015 SCImago Journal Rankings: 1.362
References

 

DC FieldValueLanguage
dc.contributor.authorZhu, LXen_US
dc.contributor.authorYuen, KCen_US
dc.contributor.authorTang, NYen_US
dc.date.accessioned2012-10-30T06:22:17Z-
dc.date.available2012-10-30T06:22:17Z-
dc.date.issued2002en_US
dc.identifier.citationScandinavian Journal Of Statistics, 2002, v. 29 n. 1, p. 111-123en_US
dc.identifier.issn0303-6898en_US
dc.identifier.urihttp://hdl.handle.net/10722/172389-
dc.description.abstractThis 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.languageengen_US
dc.publisherBlackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/SJOSen_US
dc.relation.ispartofScandinavian Journal of Statisticsen_US
dc.subjectBootstrapen_US
dc.subjectEmpirical Processen_US
dc.subjectGaussian Processen_US
dc.subjectRandom Censorshipen_US
dc.subjectRandom Symmetrizationen_US
dc.subjectTest Consistencyen_US
dc.titleResampling methods for testing a semiparametric random censorship modelen_US
dc.typeArticleen_US
dc.identifier.emailYuen, KC: kcyuen@hku.hken_US
dc.identifier.authorityYuen, KC=rp00836en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1111/1467-9469.00015en_US
dc.identifier.scopuseid_2-s2.0-0036005419en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0036005419&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume29en_US
dc.identifier.issue1en_US
dc.identifier.spage111en_US
dc.identifier.epage123en_US
dc.publisher.placeUnited Kingdomen_US
dc.identifier.scopusauthoridZhu, LX=7404201068en_US
dc.identifier.scopusauthoridYuen, KC=7202333703en_US
dc.identifier.scopusauthoridTang, NY=7202344091en_US

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