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Local asymptotic normality for randomly censored models with applications to rank tests

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  • A. Janssen

Abstract

For randomly right censored models we study the asymptotic behaviour of linear (rank) statistics under local alternatives. The results can be used to evaluate the asymptotic power of the corresponding tests. For instance we treat the question how to choose the best scores in order to derive asymptotically optimal (rank) tests under certain alternatives.

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  • A. Janssen, 1989. "Local asymptotic normality for randomly censored models with applications to rank tests," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 43(2), pages 109-125, June.
    • Handle: RePEc:bla:stanee:v:43:y:1989:i:2:p:109-125
    DOI: 10.1111/j.1467-9574.1989.tb01252.x
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    Cited by:

    1. Arnold Janssen & Andreas Knoch, 2016. "Information bounds for nonparametric estimators of L-functionals and survival functionals under censored data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 195-220, February.
    2. Janssen, Arnold, 1997. "Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 9-21, November.

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