KRAUS, David. Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model. Statistics & Probability Letters. Amsterdam: Elsevier Science BV, 2004, vol. 70, No 4, p. 285-298. ISSN 0167-7152. Available from: https://dx.doi.org/10.1016/j.spl.2004.10.014.
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Basic information
Original name Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model
Authors KRAUS, David.
Edition Statistics & Probability Letters, Amsterdam, Elsevier Science BV, 2004, 0167-7152.
Other information
Original language English
Type of outcome Article in a journal
Confidentiality degree is not subject to a state or trade secret
Impact factor Impact factor: 0.284
Doi http://dx.doi.org/10.1016/j.spl.2004.10.014
UT WoS 000226404200006
Keywords in English counting process; Cox-Aalen model; goodness-of-fit; hazard regression; martingale; residual; survival analysis
Tags International impact, Reviewed
Changed by Changed by: doc. Mgr. David Kraus, Ph.D., učo 238224. Changed: 12/1/2016 16:47.
Abstract
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.
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