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On goodness‐of‐fit for homogeneity and proportional hazards

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  • Vilijandas Bagdonavičius
  • Mikhail Nikulin

Abstract

The classical goodness‐of‐fit tests for homogeneity and proportional hazards have small power in the case of alternatives when crossings of survival functions are possible. We give test statistics which are oriented against wide classes of alternatives including single or multiple crossings of survival functions. The limit distributions of the test statistics are derived. Power of some tests are investigated by simulation. Copyright © 2006 John Wiley & Sons, Ltd.

Suggested Citation

  • Vilijandas Bagdonavičius & Mikhail Nikulin, 2006. "On goodness‐of‐fit for homogeneity and proportional hazards," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 22(5‐6), pages 607-619, September.
    • Handle: RePEc:wly:apsmbi:v:22:y:2006:i:5-6:p:607-619
    DOI: 10.1002/asmb.645
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