Rayner, JCW Thas, Olivier

In testing for bivariate symmetry against arbitrary alternatives the well-known test developed by Bowker in 1948 is shown to be a score test, and to have useful components. These components are asymptotically independent and asymptotically have the standard normal distribution. Moreover they assess particular pairs of cells for symmetry. These comp...

May, Susanne Hosmer, David W.
Published in
Lifetime Data Analysis

Grønnesby and Borgan (1996, Lifetime Data Analysis 2, 315–328) propose an omnibus goodness-of-fit test for the Cox proportional hazards model. The test is based on grouping the subjects by their estimated risk score and comparing the number of observed and a model based estimated number of expected events within each group. We show, using extensive...

Lin, Jinguan Wei, Bocheng Zhang, Nansong
Published in
Applied Mathematics-A Journal of Chinese Universities

It is necessary to test for varying dispersion in generalized nonlinear models. Wei, et al (1998) developed a likelihood ratio test, a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models. This type of problem in the framework of general discrete exponential family nonlinear models is dis...

Jaffrézic, Florence White, Ian MS Thompson, Robin
Published in
Genetics Selection Evolution

Model selection is an essential issue in longitudinal data analysis since many different models have been proposed to fit the covariance structure. The likelihood criterion is commonly used and allows to compare the fit of alternative models. Its value does not reflect, however, the potential improvement that can still be reached in fitting the dat...

Dudoit, Sandrine

Properties of transition matrices between IBD configurations are derived for four general classes of unilineal relative pairs obtained from the grand-parent/ grand-child, half-sib, avuncular, and cousin relationships. In this setting, IBD configurations are defined as orbits of groups acting on a set of inheritance vectors. Properties of the transi...

Jaffrézic, Florence White, Ian Thompson, Robin

Model selection is an essential issue in longitudinal data analysis since many different models have been proposed to fit the covariance structure. The likelihood criterion is commonly used and allows to compare the fit of alternative models. Its value does not reflect, however, the potential improvement that can still be reached in fitting the dat...

Bogdan, M. Bogdan, K. Futschik, A.
Published in
Annals of the Institute of Statistical Mathematics

We propose a new omnibus test for uniformity on the circle. The new test is based upon the idea of data driven smooth tests as presented in Ledwina (1994, J. Amer. Statist. Assoc., 89, 1000–1005). Our simulations indicate that the test performs very well for multifarious alternatives. In particular, it seems to outperform other known omnibus tests ...

Singh, Bahadur
Published in
Lifetime Data Analysis

Inferences concerning exponential distributions are considered from a sampling theory viewpoint when the data are randomly right censored and the censored values are missing. Both one-sample and m-sample (m ≥ 2) problems are considered. Likelihood functions are obtained for situations in which the censoring mechanism is informative which leads to n...

Wong, H. Li, W. K.
Published in
Annals of the Institute of Statistical Mathematics

Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cross-correlations of standardized squared residuals and the other is a score (Lagrange multiplier) test. The cross-correlations test can be used to detect the presence of multivariate conditional heteroscedasticity whereas the other test can be used for...

Häggström Lundevaller, Erling