Goodness-of-fit tests for conditional models under censoring and truncation

DOI10.1016/j.jeconom.2007.08.011zbMath1418.62190OpenAlexW2140150948WikidataQ61849293 ScholiaQ61849293MaRDI QIDQ291111

Ricardo Cao, Wenceslao González Manteiga

Publication date: 6 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.08.011

zbMATH Keywords

survival analysispolynomial regressionkernel methodproportional hazards modelproportional oddsadditive risks modelduration data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Testing in survival analysis and censored data (62N03)

Related Items (5)

An updated review of goodness-of-fit tests for regression models ⋮ Rejoinder on: ``An updated review of goodness-of-fit tests for regression models ⋮ Generalized time-dependent conditional linear models under left truncation and right censoring ⋮ A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A central limit theorem for generalized quadratic forms
• Asymptotic efficiency in semi-parametric models with censoring
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Estimation and bootstrap with censored data in fixed design nonparametric regression
• Comparing nonparametric versus parametric regression fits
• Testing the hypothesis of a general linear model using nonparametric regression estimation
• A consistent test for the functional form of a regression based on a difference of variance estimators
• Goodness-of-fit tests for the Cox model via bootstrap method
• Nonparametric Monte Carlo tests and their applications.
• Approximating conditional distribution functions using dimension reduction
• Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles
• Some Diagnostic Methods for Cox Regression Models Through Hazard Smoothing
• Nonparametric Estimation from Incomplete Observations
• A note on the product-limit estimator under right censoring and left truncation
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Smooth Goodness-of-Fit Tests for the Baseline Hazard in Cox's Proportional Hazards Model
• Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process
• Strong representation of a generalized product-limit estimator for truncated and censored data with some applications
• Confidence Bands for the Median Survival Time as a Function of the Covariates in the Cox Model
• Choosing the Resampling Scheme when Bootstrapping: A Case Study in Reliability
• A Comparison of Certain Bootstrap Confidence Intervals in the Cox Model
• On the Use of Nonparametric Regression Techniques for Fitting Parametric Regression Models
• On fitting Cox's regression model with time-dependent coefficients
• Resampling Methods for Testing a Semiparametric Random Censorship Model
• Nonparametric model checks in censored regression
• A Goodness-of-Fit Test for Cox's Proportional Hazards Model Based on Martingale Residuals
• Analysis of Covariance with Incomplete Data Via Semiparametric Model Transformations
• Uniform Representation of Product‐Limit Integrals with Applications
• Nonparametric Censored and Truncated Regression

This page was built for publication: Goodness-of-fit tests for conditional models under censoring and truncation