Asymptotic Properties of Censored Linear Rank Tests
نویسندگان
چکیده
منابع مشابه
Small-Sample Properties of Censored-Data Rank Tests
Small-sample properties of censored-data.rank tests, such as Mantel's logrank test, the Breslow test or the general dass of tests proposed by Peto and Peto (1972, Journal oj the Royal Statistical Society, Series A 135, 185-206), are examined. It is found that the latter dass of tests, in particular, can be substantially nonconservative when applied to small sam pies. The most serious inaccuraci...
متن کاملAsymptotic properties of a rank estimate in heteroscedastic linear regression
In this paper a simple linear regression model with independent and symmetric, but nonidentically distributed errors is considered. Asymptotic properties of the rank regression estimate defined in Jaeckel (1972) are studied. We show that the studied estimator is consistent and asymptotically normally distributed. The cases of bounded and unbounded score functions are examined separately.
متن کاملAsymptotic Properties of Kaplan-meier Estimator for Censored Dependent Data
In some long term studies, a series of dependent and possibly censored failure times may be observed. Suppose that the failure times have a common marginal distribution function, and inferences about it are of our interest. The main result of this paper is that of providing, under certain regularity conditions, the Kaplan-Meier estimator can be expressed as the mean of random variables, with a ...
متن کاملJaroslav Hájek and asymptotic theory of rank tests
In the series of papers [1-3,5,6,8,9,11,12] (papers [11] and [12] were written joint ly with V. Dupac), Hajek systematically investigated the asymptotic properties of linear rank statistics under null hypotheses, under local (contiguous) and some non local alternatives. Besides that , in [4] he derived the rank test of independence in a bivariate distribution, locally most powerful against sp...
متن کاملRank tests for corrupted linear models
For some variants of regression models, including partial, measurement error or error-in-variables, latent effects, semi-parametric and otherwise corrupted linear models, the classical parametric tests generally do not perform well. Various modifications and generalizations considered extensively in the literature rests on stringent regularity assumptions which are not likely to be tenable in m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1985
ISSN: 0090-5364
DOI: 10.1214/aos/1176346581