Consistent test for parametric models with right-censored data using projections | |
Sun, Zhihua1,2; Ye, Xue1; Sun, Liuquan3![]() | |
刊名 | COMPUTATIONAL STATISTICS & DATA ANALYSIS
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2018-02-01 | |
卷号 | 118页码:112-125 |
关键词 | Consistent test Curse-of-dimensionality-free Empirical process Projection Right-censored data |
ISSN号 | 0167-9473 |
DOI | 10.1016/j.csda.2017.09.005 |
英文摘要 | In the literature, there are several methods to test the adequacy of parametric models with right-censored data. However, these methods will lose effect when the predictors are medium-high dimensional. In this study, a projection-based test method is built, which acts as if the predictors were scalar even if they are multidimensional. The proposed test is shown to be consistent and can detect the alternative hypothesis converging to the null hypothesis at the rate n(-r) with 0 <= r <= 1/2. Also, it is free from the choices of the subjective parameters such as bandwidth, kernel and weighting function. A wild bootstrap method is developed to determine the critical value of the test, which is shown to be robust to the model conditional heteroskedasticity. Simulation studies and real data analyses are conducted to validate the finite sample behavior of the proposed method. (C) 2017 Elsevier B.V. All rights reserved. |
资助项目 | National Natural Science Foundation of China[11231010] ; National Natural Science Foundation of China[11690015] ; National Natural Science Foundation of China[11571340] ; National Natural Science Foundation of China[U1430103] ; National Center for Mathematics and Interdisciplinary Sciences ; Open Project of Key Laboratory of Big Data Mining and Knowledge Management, CAS |
WOS研究方向 | Computer Science ; Mathematics |
语种 | 英语 |
出版者 | ELSEVIER SCIENCE BV |
WOS记录号 | WOS:000415395000009 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/26818] ![]() |
专题 | 应用数学研究所 |
通讯作者 | Sun, Zhihua |
作者单位 | 1.Univ Chinese Acad Sci, Beijing, Peoples R China 2.Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
推荐引用方式 GB/T 7714 | Sun, Zhihua,Ye, Xue,Sun, Liuquan. Consistent test for parametric models with right-censored data using projections[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2018,118:112-125. |
APA | Sun, Zhihua,Ye, Xue,&Sun, Liuquan.(2018).Consistent test for parametric models with right-censored data using projections.COMPUTATIONAL STATISTICS & DATA ANALYSIS,118,112-125. |
MLA | Sun, Zhihua,et al."Consistent test for parametric models with right-censored data using projections".COMPUTATIONAL STATISTICS & DATA ANALYSIS 118(2018):112-125. |
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