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2013 A goodness of fit test for the survival function under random right censoring
Dimitrios Bagkavos, Dimitrios Ioannides, Aglaia Kalamatianou
Electron. J. Statist. 7: 2550-2576 (2013). DOI: 10.1214/13-EJS853

Abstract

The present article contributes a goodness of fit test for the survival function under random right censoring. The test is based on a central limit theorem for the Integrated Square Error of an already existing in the literature kernel survival function estimate. Establishment of its asymptotic distribution yields the proposed test statistic for drawing decision on the null hypothesis of correctness of the assumed survival function. Numerical simulations quantify the empirical nominal level and power of the suggested test for various sample sizes and amounts of censoring and facilitate comparison with the power of the data driven Neyman goodness of fit test for censored samples.

Citation

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Dimitrios Bagkavos. Dimitrios Ioannides. Aglaia Kalamatianou. "A goodness of fit test for the survival function under random right censoring." Electron. J. Statist. 7 2550 - 2576, 2013. https://doi.org/10.1214/13-EJS853

Information

Received: 1 May 2012; Published: 2013
First available in Project Euclid: 8 October 2013

zbMATH: 1294.62091
MathSciNet: MR3117106
Digital Object Identifier: 10.1214/13-EJS853

Subjects:
Primary: 62G10
Secondary: 62N03

Rights: Copyright © 2013 The Institute of Mathematical Statistics and the Bernoulli Society

JOURNAL ARTICLE
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