Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions

DOI10.1016/0047-259X(92)90034-DzbMath0761.62047OpenAlexW2162917272MaRDI QIDQ1206448

Paul Deheuvels, John H. J. Einmahl

Publication date: 1 April 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90034-d

zbMATH Keywords

Bahadur representationempirical processesinvariance principlesrates of approximationrandom censorshiptwo-sample testlifetime distributionsquantile functionsindependent samples\(P-P\) plot\(Q-Q\) plotBahadur-Kiefer type testscensoring distributionsKaplan-Meier product-limit estimatorslimitiung distributions of test statisticssequences of Gaussian processesstrong approximations of empirical processestest of fit

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Generalized probability--probability plots ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Confidence tubes for multiple quantile plots via empirical likelihood ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes

Cites Work

• Bahadur-Kiefer-type processes
• Bahadur-Kiefer theorems for the product-limit process
• A correction to and improvement of: ``Strong approximations of some biometric estimates under random censorship
• Strong embedding of the estimator of the distribution function under random censorship
• On the approximation of P-P and Q-Q plot processes by Brownian bridges
• Strong approximations of the Q-Q process
• Quantile-quantile plots under random censorship
• Nonparametric Estimation from Incomplete Observations
• Strong approximations of some biometric estimates under random censorship
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Graphical Methods in Nonparametric Statistics: A Review and Annotated Bibliography
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