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

被引：0
|
作者：
Christian Goldmann
Bernhard Klar
Simos G. Meintanis
机构：
[1] Fraunhofer Institute for Industrial Mathematics ITWM,Mathematical Methods in Dynamics and Durability
[2] Karlsruhe Institute of Technology (KIT),Department of Mathematics
[3] National and Kapodistrian University of Athens,Department of Economics
[4] North-West University,Unit for Business Mathematics and Informatics
来源：
Metrika | 2015年 / 78卷
关键词：
Empirical characteristic function; Empirical distribution function; Goodness-of-fit test; Censored data;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：59 / 83
页数：24
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