File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Article: On the mean residual life regression model

TitleOn the mean residual life regression model
Authors
KeywordsBootstrap
Empirical Process
Gaussian Process
Local Power
Mean Residual Life
Random Symmetrization
Issue Date2003
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jspi
Citation
Journal Of Statistical Planning And Inference, 2003, v. 113 n. 2, p. 685-698 How to Cite?
AbstractIn this paper, goodness-of-fit testing for the mean residual life regression model recently proposed by Maguluri and Zhang (1994) is studied. The test statistic is derived from a model-based process which is asymptotically Gaussian. Since the asymptotic covariance structure appears to be very complicated and depends on the underlying distribution of the data, the limiting null distribution of the test statistic is analytically intractable. Two resampling approaches, namely the so-called random symmetrization and the well-known bootstrap method, are used to approximate critical values of the test. Given any set of data coming from the null hypothesis, the conditional distributions generated from both methods are asymptotically equal to the limiting distribution of the test statistic. In addition, the proposed random symmetrization method can detect local alternatives which approach the null model at the rate n-1/2. A simulation study indicates that the distributional approximation through random symmetrization outperforms the bootstrap for small sample sizes. Moreover the former is computationally more efficient. © 2002 Elsevier Science B.V. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/172398
ISSN
2015 Impact Factor: 0.727
2015 SCImago Journal Rankings: 1.090
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorYuen, KCen_US
dc.contributor.authorZhu, LXen_US
dc.contributor.authorTang, NYen_US
dc.date.accessioned2012-10-30T06:22:20Z-
dc.date.available2012-10-30T06:22:20Z-
dc.date.issued2003en_US
dc.identifier.citationJournal Of Statistical Planning And Inference, 2003, v. 113 n. 2, p. 685-698en_US
dc.identifier.issn0378-3758en_US
dc.identifier.urihttp://hdl.handle.net/10722/172398-
dc.description.abstractIn this paper, goodness-of-fit testing for the mean residual life regression model recently proposed by Maguluri and Zhang (1994) is studied. The test statistic is derived from a model-based process which is asymptotically Gaussian. Since the asymptotic covariance structure appears to be very complicated and depends on the underlying distribution of the data, the limiting null distribution of the test statistic is analytically intractable. Two resampling approaches, namely the so-called random symmetrization and the well-known bootstrap method, are used to approximate critical values of the test. Given any set of data coming from the null hypothesis, the conditional distributions generated from both methods are asymptotically equal to the limiting distribution of the test statistic. In addition, the proposed random symmetrization method can detect local alternatives which approach the null model at the rate n-1/2. A simulation study indicates that the distributional approximation through random symmetrization outperforms the bootstrap for small sample sizes. Moreover the former is computationally more efficient. © 2002 Elsevier Science B.V. All rights reserved.en_US
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jspien_US
dc.relation.ispartofJournal of Statistical Planning and Inferenceen_US
dc.subjectBootstrapen_US
dc.subjectEmpirical Processen_US
dc.subjectGaussian Processen_US
dc.subjectLocal Poweren_US
dc.subjectMean Residual Lifeen_US
dc.subjectRandom Symmetrizationen_US
dc.titleOn the mean residual life regression 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.doi10.1016/S0378-3758(02)00091-5en_US
dc.identifier.scopuseid_2-s2.0-0037408776en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0037408776&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume113en_US
dc.identifier.issue2en_US
dc.identifier.spage685en_US
dc.identifier.epage698en_US
dc.identifier.isiWOS:000181546700020-
dc.publisher.placeNetherlandsen_US
dc.identifier.scopusauthoridYuen, KC=7202333703en_US
dc.identifier.scopusauthoridZhu, LX=7404201068en_US
dc.identifier.scopusauthoridTang, NY=7202344091en_US

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats