Testing quasi-independence for doubly truncated data

Testing quasi-independence for doubly truncated data
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测试双截断数据的准独立性

DOI:
10.1080/10485252.2011.564280
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发表时间:
2011
影响因子:
1.2
通讯作者:
P. Shen
P. Shen
中科院分区:
数学4区
文献类型:
--
作者:
P. Shen

文献摘要

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双截断数据出现在许多应用中,包括天文学和生存分析。拟独立性是分析双截尾数据的常见假设。为了验证这个条件,使用Emura和Wang [(2010),'Testing Quasi-independence for Truncation Data',Journal of Multivariate Analysis,101,223-293]的方法,我们提出了一类加权对数秩型统计量。给出了检验的渐近分布理论。通过Monte Carlo模拟,将所提出的检验的性能与Martin和Betensky [(2005),'Testing Quasi-independence of Failure and Truncation Via Conditional Kendall's Tau',Journal of the American Statistical Association,100,484-492]提出的现有检验进行比较。
Doubly truncated data appear in a number of applications, including astronomy and survival analysis. Quasi-independence is a common assumption for analysing double-truncated data. To verify this condition, using the approach of Emura and Wang [(2010), ‘Testing Quasi-independence for Truncation Data’, Journal of Multivariate Analysis, 101, 223–293], we propose a class of weighted log-rank-type statistics. The asymptotic distribution theory of the test is presented. The performance of the proposed test is compared with the existing test proposed by Martin and Betensky [(2005), ‘Testing Quasi-independence of Failure and Truncation Via Conditional Kendall's Tau’, Journal of the American Statistical Association, 100, 484–492], by means of Monte Carlo simulations.