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

机译:带有删失数据的参数均值回归模型的非参数缺乏拟合检验

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摘要

We developed 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 Holder classes of functions of known regularity. (C) 2008 Elsevier Inc. All rights reserved.
机译:当响应变量是右删失时,我们针对非参数替代方法针对参数均值回归模型开发了两个基于核平滑的测试。新的测试统计数据受合成数据和加权最小二乘法的启发,该方法用于估计在审查条件下的(非线性)线性回归模型的参数。我们的测试的渐近临界值由标准法则的分位数给出。这些测试与固定替代方案,本地Pitman替代方案以及已知规则的Holder类功能的替代方案一致。 (C)2008 Elsevier Inc.保留所有权利。

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