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 |
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creator | Stocker, Russell S. 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. |
doi_str_mv | 10.1007/s10985-011-9193-1 |
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instrumentation</topic><topic>Asymptotic methods</topic><topic>Calendars</topic><topic>Chi-Square Distribution</topic><topic>Data Interpretation, Statistical</topic><topic>Economics</topic><topic>Finance</topic><topic>Health Sciences</topic><topic>Hypotheses</topic><topic>Insurance</topic><topic>Management</topic><topic>Mathematics and Statistics</topic><topic>Medicine</topic><topic>Models, Statistical</topic><topic>Operations Research/Decision Theory</topic><topic>Quality Control</topic><topic>Random variables</topic><topic>Reliability</topic><topic>Safety and Risk</topic><topic>Statistical inference</topic><topic>Statistics</topic><topic>Statistics for Business</topic><topic>Statistics for Life Sciences</topic><topic>Stochastic models</topic><topic>Stochastic Processes</topic><topic>Studies</topic><topic>Survival analysis</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Stocker, Russell S.</creatorcontrib><creatorcontrib>Adekpedjou, Akim</creatorcontrib><collection>Medline</collection><collection>MEDLINE</collection><collection>MEDLINE (Ovid)</collection><collection>MEDLINE</collection><collection>MEDLINE</collection><collection>PubMed</collection><collection>CrossRef</collection><collection>Global News & ABI/Inform Professional</collection><collection>Trade PRO</collection><collection>ProQuest Central (Corporate)</collection><collection>ABI/INFORM Collection</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>Health & Medical Collection</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ABI/INFORM Global (Alumni Edition)</collection><collection>Healthcare Administration Database (Alumni)</collection><collection>Medical Database (Alumni Edition)</collection><collection>Science Database (Alumni Edition)</collection><collection>ProQuest Pharma Collection</collection><collection>Public Health Database</collection><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>Hospital Premium Collection</collection><collection>Hospital Premium Collection (Alumni Edition)</collection><collection>ProQuest Central (Alumni) (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection (Alumni Edition)</collection><collection>Materials Science & Engineering Collection</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central UK/Ireland</collection><collection>ProQuest Central Essentials</collection><collection>ProQuest Central</collection><collection>Business Premium Collection</collection><collection>Technology Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>Business Premium Collection (Alumni)</collection><collection>Health Research Premium Collection</collection><collection>ABI/INFORM Global (Corporate)</collection><collection>Health Research Premium Collection (Alumni)</collection><collection>ProQuest Central Student</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Business Collection (Alumni Edition)</collection><collection>ProQuest Business Collection</collection><collection>ProQuest Health & Medical Complete (Alumni)</collection><collection>ABI/INFORM Professional Advanced</collection><collection>ABI/INFORM Professional Standard</collection><collection>ProQuest Engineering Collection</collection><collection>ABI/INFORM Global</collection><collection>Health & Medical Collection (Alumni Edition)</collection><collection>Healthcare Administration Database</collection><collection>Medical Database</collection><collection>Science Database</collection><collection>Engineering Database</collection><collection>ProQuest One Business</collection><collection>ProQuest One Business (Alumni)</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>Engineering Collection</collection><collection>ProQuest Central Basic</collection><collection>MEDLINE - Academic</collection><jtitle>Lifetime data analysis</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Stocker, Russell S.</au><au>Adekpedjou, Akim</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Optimal goodness-of-fit tests for recurrent event data</atitle><jtitle>Lifetime data analysis</jtitle><stitle>Lifetime Data Anal</stitle><addtitle>Lifetime Data Anal</addtitle><date>2011-07-01</date><risdate>2011</risdate><volume>17</volume><issue>3</issue><spage>409</spage><epage>432</epage><pages>409-432</pages><issn>1380-7870</issn><eissn>1572-9249</eissn><abstract>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. 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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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