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A weighted Harrell–Davis distance test with applications to censored data

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  • Dongliang Wang
  • Alan D. Hutson

Abstract

Consider the standard treatment-control model with a time-to-event endpoint. We propose a novel interpretable test statistic from a quantile function point of view. The large sample consistency of our estimator is proven for fixed bandwidth values theoretically and validated empirically. A Monte Carlo simulation study also shows that given small sample sizes, utilization of a tuning parameter through the application of a smooth quantile function estimator shows an improvement in efficiency in terms of the MSE when compared to direct application of classic Kaplan–Meier survival function estimator. The procedure is finally illustrated via an application to epithelial ovarian cancer data.

Suggested Citation

  • Dongliang Wang & Alan D. Hutson, 2017. "A weighted Harrell–Davis distance test with applications to censored data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(10), pages 5022-5034, May.
  • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:10:p:5022-5034
    DOI: 10.1080/03610926.2015.1096396
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