Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model

被引：7
|
作者：
Kraus, D [1 ]
机构：
[1] Charles Univ, Dept Stat, CZ-18675 Prague, Czech Republic
来源：
STATISTICS & PROBABILITY LETTERS | 2004年 / 70卷 / 04期
关键词：
counting process; Cox-Aalen model; goodness-of-fit; hazard regression; martingale; residual; survival analysis;
D O I：
10.1016/j.spl.2004.10.014
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The Cox-Aalen additive-multiplicative intensity model of Scheike and Zhang (Scand. J. Statist. 29, 2002) is considered. We study goodness-of-fit tests based on the stratified martingale residual process. Asymptotic distribution of the process is derived and the Kolmogorov-Smirnov type test is constructed. Several ways of overcoming the problem of complexity of the limiting distribution are discussed. The results are accompanied by a small Monte Carlo study. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：285 / 298
页数：14
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