A goodness of fit test for the survival function under random right censoring

A New Goodness-of-Fit Test for a Distribution by the Empirical Characteristic Function

Extended Abstract. Suppose n i.i.d. observations, X1, …, Xn, are available from the unknown distribution F(.), goodness-of-fit tests refer to tests such as H0 : F(x) = F0(x) against H1 : F(x) $neq$ F0(x). Some nonparametric tests such as the Kolmogorov--Smirnov test, the Cramer-Von Mises test, the Anderson-Darling test and the Watson test have been suggested by comparing empirical ...

A goodness-of-fit test for Archimedean copula models in the presence of right censoring

Goodness-of-fit tests for additive mean residual life model under right censoring.

The mean residual life (MRL) measures the remaining life expectancy and is useful in actuarial studies, biological experiments and clinical trials. To assess the covariate effect, an additive MRL regression model has been proposed in the literature. In this paper, we focus on the topic of model checking. Specifically, we develop two goodness-of-fit tests to test the additive MRL model assumptio...

A general goodness-of-fit test for survival analysis

Existing goodness-of-fit tests for survival data are either exclusively graphical in nature or only test specific model assumptions, such as the proportional hazards assumption. We describe a flexible, parameter-free goodnessof-fit test that provides a simple numerical assessment of a model’s suitability regardless of the structure of the underlying model. Intuitively, the goodnessof-fit test u...

A Goodness of Fit Test For Exponentiality Based on Lin-Wong Information

In this paper, we introduce a goodness of fit test for expo- nentiality based on Lin-Wong divergence measure. In order to estimate the divergence, we use a method similar to Vasicek’s method for estimat- ing the Shannon entropy. The critical values and the powers of the test are computed by Monte Carlo simulation. It is shown that the proposed test are competitive with other tests of exponentia...