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Comparison of Regression Curves with Censored Responses
Author(s) -
PARDOFERNÁNDEZ JUAN CARLOS,
KEILEGOM INGRID VAN
Publication year - 2006
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/j.1467-9469.2006.00508.x
Subject(s) - mathematics , estimator , statistics , regression , convergence (economics) , kaplan–meier estimator , regression analysis , weak convergence , asymptotic distribution , econometrics , computer security , computer science , economics , asset (computer security) , economic growth
. In this article, we introduce a procedure to test the equality of regression functions when the response variables are censored. The test is based on a comparison of Kaplan–Meier estimators of the distribution of the censored residuals. Kolmogorov–Smirnov‐ and Cramér–von Mises‐type statistics are considered. Some asymptotic results are proved: weak convergence of the process of interest, convergence of the test statistics and behaviour of the process under local alternatives. We also describe a bootstrap procedure in order to approximate the critical values of the test. A simulation study and an application to a real data set conclude the paper.
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