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A Class of Non‐parametric Tests in the Competing Risks Model for Comparing Two Samples
Author(s) -
Lindkvist Håkan,
Belyaev Yuri
Publication year - 1998
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/1467-9469.00094
Subject(s) - mathematics , statistic , martingale (probability theory) , parametric statistics , test statistic , statistics , statistical hypothesis testing , failure rate , econometrics
We consider a model when a process involving the production of elements is under inspection. The elements have possible failures due to competing risks. We assume the availability of a data set of failure times, D 1 , obtained when the process is under control. Our main goal is to test if the failure rates in D 1 are equal to or less than the failure rates in another data set D 2 , against “undesirable” neighbouring alternatives. A class of tests based on a two‐dimensional vector statistic is obtained. Linear test statistics with weight functions giving optimal local asymptotic power are derived. Martingale techniques are used. An example illustrates the derivation of reasonable tests