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Conditional Studentized Survival Tests for Randomly Censored Models
Author(s) -
Janssen Arnold,
Mayer ClausDieter
Publication year - 2001
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 - 10.1111/1467-9469.00237
Subject(s) - mathematics , studentized range , statistics , censoring (clinical trials) , sample size determination , order statistic , log rank test , test statistic , permutation (music) , statistical hypothesis testing , econometrics , survival analysis , standard error , physics , acoustics
It is shown that in the case of heterogenous censoring distributions Studentized survival tests can be carried out as conditional permutation tests given the order statistics and their censoring status. The result is based on a conditional central limit theorem for permutation statistics. It holds for linear test statistics as well as for sup‐statistics. The procedure works under one of the following general circumstances for the two‐sample problem: the unbalanced sample size case, highly censored data, certain non‐convergent weight functions or under alternatives. For instance, the two‐sample log rank test can be carried out asymptotically as a conditional test if the relative amount of uncensored observations vanishes asymptotically as long as the number of uncensored observations becomes infinite. Similar results hold whenever the sample sizes and are unbalanced in the sense that and hold.