A new lack?of?fit test for quantile regression with censored data

نویسندگان

چکیده

A new lack-of-fit test for quantile regression models will be presented the case where response variable is right-censored. The based on cumulative sum of residuals, and it extends ideas He Zhu (2003) to censored regression. It shown that empirical process associated with statistic converges a Gaussian under null hypothesis consistent. To approximate critical values test, bootstrap mechanism used. simulation study carried out performance in comparison other tests available literature. Finally, real data application show good properties practice.

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ژورنال

عنوان ژورنال: Scandinavian Journal of Statistics

سال: 2021

ISSN: ['0303-6898', '1467-9469']

DOI: https://doi.org/10.1111/sjos.12512