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Article Dans Une Revue Journal of Multivariate Analysis Année : 2009

Nonparametric lack-of-fit tests for parametric mean-regression models with censored data

Résumé

We develop two kernel smoothing based tests of a parametric mean-regression model against a nonparametric alternative when the response variable is right-censored. The new test statistics are inspired by the synthetic data and the weighted least squares approaches for estimating the parameters of a (non)linear regression model under censoring. The asymptotic critical values of our tests are given by the quantiles of the standard normal law. The tests are consistent against fixed alternatives, local Pitman alternatives and uniformly over alternatives in H\"{o}lder classes of functions of known regularity.
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Dates et versions

hal-00268794 , version 1 (01-04-2008)

Identifiants

  • HAL Id : hal-00268794 , version 1

Citer

Olivier Lopez, Valentin Patilea. Nonparametric lack-of-fit tests for parametric mean-regression models with censored data. Journal of Multivariate Analysis, 2009, 100 (1), pp.210-230. ⟨hal-00268794⟩
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