IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v78y2015i1p59-83.html
   My bibliography  Save this article

Data transformations and goodness-of-fit tests for type-II right censored samples

Author

Listed:
  • Christian Goldmann
  • Bernhard Klar
  • Simos Meintanis

Abstract

We suggest several goodness-of-fit (GOF) methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample into an approximately i.i.d. sample of normal variates and then perform a standard GOF test for normality on the transformed observations. A simulation study with several well known parametric distributions under testing reveals the sampling properties of the methods. We also provide theoretical analysis of the proposed method. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Christian Goldmann & Bernhard Klar & Simos Meintanis, 2015. "Data transformations and goodness-of-fit tests for type-II right censored samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(1), pages 59-83, January.
    • Handle: RePEc:spr:metrik:v:78:y:2015:i:1:p:59-83
    DOI: 10.1007/s00184-014-0490-z
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00184-014-0490-z
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00184-014-0490-z?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
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. N. Henze, 1990. "An approximation to the limit distribution of the epps-pulley test statistic for normality," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 37(1), pages 7-18, December.
    2. Arcones, Miguel A. & Wang, Yishi, 2006. "Some new tests for normality based on U-processes," Statistics & Probability Letters, Elsevier, vol. 76(1), pages 69-82, January.
    3. Tenreiro, Carlos, 2009. "On the choice of the smoothing parameter for the BHEP goodness-of-fit test," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1038-1053, February.
    4. Henze, Norbert & Wagner, Thorsten, 1997. "A New Approach to the BHEP Tests for Multivariate Normality," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 1-23, July.
    5. T.W. Epps, 2005. "Tests for location-scale families based on the empirical characteristic function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 62(1), pages 99-114, September.
    6. Bernhard Klar & Simos Meintanis, 2012. "Specification tests for the response distribution in generalized linear models," Computational Statistics, Springer, vol. 27(2), pages 251-267, June.
    Full references (including those not matched with items on IDEAS)

    Citations

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


    Cited by:

    1. M. Cockeran & S. G. Meintanis & L. Santana & J. S. Allison, 2021. "Goodness-of-fit testing of survival models in the presence of Type–II right censoring," Computational Statistics, Springer, vol. 36(2), pages 977-1010, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 456-501, June.
    2. Klar, B. & Lindner, F. & Meintanis, S.G., 2012. "Specification tests for the error distribution in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3587-3598.
    3. Tenreiro, Carlos, 2011. "An affine invariant multiple test procedure for assessing multivariate normality," Computational Statistics & Data Analysis, Elsevier, vol. 55(5), pages 1980-1992, May.
    4. N. Balakrishnan & M. Brito & A. Quiroz, 2013. "On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(2), pages 161-177, February.
    5. Bruno Ebner & Norbert Henze, 2023. "On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality," Statistical Papers, Springer, vol. 64(3), pages 739-752, June.
    6. Jiang, Qing & Hušková, Marie & Meintanis, Simos G. & Zhu, Lixing, 2019. "Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 202-220.
    7. Steffen Betsch & Bruno Ebner, 2020. "Testing normality via a distributional fixed point property in the Stein characterization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 105-138, March.
    8. Meintanis, Simos G. & Ushakov, Nikolai G., 2016. "Nonparametric probability weighted empirical characteristic function and applications," Statistics & Probability Letters, Elsevier, vol. 108(C), pages 52-61.
    9. Wanfang Chen & Marc G. Genton, 2023. "Are You All Normal? It Depends!," International Statistical Review, International Statistical Institute, vol. 91(1), pages 114-139, April.
    10. Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.
    11. Simos Meintanis & Bojana Milošević & Marko Obradović, 2023. "Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(7), pages 723-751, October.
    12. Leucht, Anne & Neumann, Michael H., 2009. "Consistency of general bootstrap methods for degenerate U-type and V-type statistics," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1622-1633, September.
    13. Juan Carlos Pardo-Fernández & María Dolores Jiménez-Gamero & Anouar El Ghouch, 2015. "A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 197-213, March.
    14. Sangyeol Lee & Simos G. Meintanis & Minyoung Jo, 2019. "Inferential procedures based on the integrated empirical characteristic function," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(3), pages 357-386, September.
    15. Bruno Ebner & Norbert Henze, 2020. "Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 845-892, December.
    16. Simos G. Meintanis & James Allison & Leonard Santana, 2016. "Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function," Statistical Papers, Springer, vol. 57(4), pages 957-976, December.
    17. Epps, T. W., 1999. "Limiting behavior of the ICF test for normality under Gram-Charlier alternatives," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 175-184, April.
    18. Jiménez-Gamero, M.D. & Alba-Fernández, V. & Muñoz-García, J. & Chalco-Cano, Y., 2009. "Goodness-of-fit tests based on empirical characteristic functions," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 3957-3971, October.
    19. Tenreiro, Carlos, 2009. "On the choice of the smoothing parameter for the BHEP goodness-of-fit test," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1038-1053, February.
    20. Chen, Feifei & Jiménez–Gamero, M. Dolores & Meintanis, Simos & Zhu, Lixing, 2022. "A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).

    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:spr:metrik:v:78:y:2015:i:1:p:59-83. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.