A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events
DOI10.1080/07474946.2019.1648920zbMath1434.62171OpenAlexW2975043973WikidataQ127206440 ScholiaQ127206440MaRDI QIDQ5197970
Publication date: 2 October 2019
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2019.1648920
martingalesempirical processrecurrent eventKhmaladze transformfinite elements discretizationnonparametric maximum likelihood estimator (NPMLE)KS test
Martingales with discrete parameter (60G42) Parametric hypothesis testing (62F03) Applications of statistics in engineering and industry; control charts (62P30) Martingales with continuous parameter (60G44) Sequential statistical analysis (62L10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Parameter estimation for correlated recurrent events under informative monitoring
- Generalized Pearson-Fisher chi-square goodness-of-fit tests, with applications to models with life history data
- Goodness of fit tests in models for life history data based on cumulative hazard rates
- Estimation and efficiency with recurrent event data under informative monitoring
- Sequential analysis. Tests and confidence intervals
- Chi-square goodness-of-fit test for randomly censored data
- The asymptotic effect of substituting estimators for parameters in certain types of statistics
- Recent advances in reliability theory. Methodology, practice, and inference
- A large sample study of the life table and product limit estimates under random censorship
- Martingale transforms goodness-of-fit tests in regression models.
- Weak convergence of the sample distribution function when parameters are estimated
- Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation
- Nonparametric Estimation from Incomplete Observations
- What Price Kaplan-Meier?
- Confidence Intervals for the Scale Parameter of the Power-Law Process
- Data Dependent Cells Chi‐Square Test With Recurrent Events
- International Encyclopedia of Statistical Science
- Pearson-Type Goodness-of-Fit Tests: The Univariate Case
- Counting process approach to time sequential and sequential point estimation with censored data
- Goodness-of-fit tests for the power-law process
- A Chi-Squared Goodness-of-Fit Test for Randomly Censored Data
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Nonparametric Estimation With Recurrent Event Data
- Marginal Regression Models for Multivariate Failure Time Data
- The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit
- Maximum Likelihood Estimation of Misspecified Models
- Statistical models based on counting processes
This page was built for publication: A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events
