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Some asymptotic results for hypothesis testing in multivariate failure time data

Authors
Journal
Journal of Statistical Planning and Inference
0378-3758
Publisher
Elsevier
Publication Date
Volume
75
Issue
2
Identifiers
DOI: 10.1016/s0378-3758(98)00143-8
Keywords
  • Censoring
  • Estimating Equation
  • Likelihood Ratio Test
  • Marginal Hazards
  • Multivariate Failure Times
  • Score Test
  • Wald Test
Disciplines
  • Mathematics

Abstract

Abstract This paper presents a class of generalized Wald, generalized score and generalized likelihood ratio statistics for hypothesis testing and model selection for multivariate failure time data. These statistics are based on a marginal hazard model with a common baseline hazard function. The large sample distributions of these statistics are examined. It is shown that the proposed test statistics follow asymptotically a weighted sum of independent χ 1 2 distributions.

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