IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v29y2002i1p111-123.html
   My bibliography  Save this article

Resampling Methods for Testing a Semiparametric Random Censorship Model

Author

Listed:
  • L. X. ZHU
  • K. C. YUEN
  • N. Y. TANG

Abstract

This 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.

Suggested Citation

  • L. X. Zhu & K. C. Yuen & N. Y. Tang, 2002. "Resampling Methods for Testing a Semiparametric Random Censorship Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(1), pages 111-123, March.
    • Handle: RePEc:bla:scjsta:v:29:y:2002:i:1:p:111-123
    DOI: 10.1111/1467-9469.00275
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/1467-9469.00275
    Download Restriction: no
    File URL: https://libkey.io/10.1111/1467-9469.00275?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ming Yuan, 2005. "Semiparametric censorship model with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(2), pages 489-514, December.
    2. Cao, Ricardo & Gonzalez-Manteiga, Wenceslao, 2008. "Goodness-of-fit tests for conditional models under censoring and truncation," Journal of Econometrics, Elsevier, vol. 143(1), pages 166-190, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:29:y:2002:i:1:p:111-123. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.