On goodness-of-fit for homogeneity and proportional hazards, by V.Bagdonavicius and M.Nikulin

Vilijandas Bagdonavicius , Mikhail Nikulin (1)

1 IMB - Institut de Mathématiques de Bordeaux

The classical goodness-of-fit tests for homogeneity and proportional hazards have small power in the case of alternatives when crossings of survival functions are possible. We give test statistics which are oriented against wide classes of alternatives including possible crossings of survival functions. The limit distributions of the test statistics are derived.

Mots clés: crossing; goodness-of-fit; homogeneity; proportional hazards; score statistic

Domaines: Statistiques [math.ST]

Vilijandas Bagdonavicius, Mikhail Nikulin. On goodness-of-fit for homogeneity and proportional hazards, by V.Bagdonavicius and M.Nikulin. Applied Stochastic Models in Business and Industry, 2006, 22, pp.607-619. ⟨hal-00208048⟩