Tests for semiparametric model based on non-homogeneous Markov process

DOI10.1016/0167-7152(95)00055-0zbMath0849.62046OpenAlexW2090857723MaRDI QIDQ1916180

Leszek Marzec, Pawel Marzec

Publication date: 6 November 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00055-0

zbMATH Keywords

weak convergenceoptimalitygoodness-of-fit testscounting processKolmogorov-Smirnov testtransition intensityCox regression modelsequence of local alternativescontinuous Gaussian martingaleCramer von Mises testobservable covariate processobserved jumpssemiparametric Markov process model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Markov processes: hypothesis testing (62M02)

Related Items

Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models, Testing based on sampled data for proportional hazards model

Cites Work

• Cox's regression model for counting processes: A large sample study
• Central limit theorems for local martingales
• Statistical models based on counting processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item