Consistent test for parametric models with right-censored data using projections

doi:10.1016/j.csda.2017.09.005

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	Consistent test for parametric models with right-censored data using projections
	Sun, Zhihua 1,2; Ye, Xue 1; Sun, Liuquan3
刊名	COMPUTATIONAL STATISTICS & DATA ANALYSIS
	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.