Optimal goodness-of-fit tests for recurrent event data

A class of tests for the hypothesis that the baseline intensity belongs to a parametric class of intensities is given in the recurrent event setting. Asymptotic properties of a weighted general class of processes that compare the non-parametric versus parametric estimators for the cumulative intensi...

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Veröffentlicht in:Lifetime data analysis 2011-07, Vol.17 (3), p.409-432
Hauptverfasser: Stocker, Russell S., Adekpedjou, Akim
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Adekpedjou, Akim
description A class of tests for the hypothesis that the baseline intensity belongs to a parametric class of intensities is given in the recurrent event setting. Asymptotic properties of a weighted general class of processes that compare the non-parametric versus parametric estimators for the cumulative intensity are presented. These results are given for a sequence of Pitman alternatives. Test statistics are proposed and methods of obtaining critical values are examined. Optimal choices for the weight function are given for a class of chi-squared tests. Based on Khmaladze’s transformation we propose distributional free tests. These include the types of Kolmogorov–Smirnov and Cramér–von Mises. The tests are used to analyze two different data sets.
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subjects Air Conditioning - instrumentation
Asymptotic methods
Calendars
Chi-Square Distribution
Data Interpretation, Statistical
Economics
Finance
Health Sciences
Hypotheses
Insurance
Management
Mathematics and Statistics
Medicine
Models, Statistical
Operations Research/Decision Theory
Quality Control
Random variables
Reliability
Safety and Risk
Statistical inference
Statistics
Statistics for Business
Statistics for Life Sciences
Stochastic models
Stochastic Processes
Studies
Survival analysis
title Optimal goodness-of-fit tests for recurrent event data
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