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Comparison of regression curves with censored responses

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Pardo-Fernández, Juan-Carlos [Universidade de Vigo] Van Keilegom, Ingrid [UCL]

In this article, we introduce a procedure to test the equality of regression functions when the response variables are censored. The test is based on a comparison of Kaplan–Meier estimators of the distribution of the censored residuals. Kolmogorov–Smirnov- and Cramér–von Mises-type statistics are considered. Some asymptotic results are proved: weak convergence of the process of interest, convergence of the test statistics and behaviour of the process under local alternatives. We also describe a bootstrap procedure in order to approximate the critical values of the test. A simulation study and an application to a real data set conclude the paper.

Document type Article de périodique (Journal article) – Article de recherche
Access type Accès restreint
Publication date 2006
Language Anglais
Journal information "Scandinavian Journal of Statistics : theory and applications" - Vol. 33, no.3, p. 409-434 (September 2006)
Peer reviewed yes
Publisher Wiley-Blackwell Publishing Ltd. ((United Kingdom) Oxford)
issn 0303-6898
e-issn 1467-9469
Publication status Publié
Affiliations University of Vigo - Department of Statistics and OR
UCL - EUEN/STAT - Institut de statistique
Keywords bootstrap ; censored data ; comparison of regression curves ; heteroscedastic regression ; non-parametric regression ; survival analysis
Links
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Bibliographic reference Pardo-Fernández, Juan-Carlos ; Van Keilegom, Ingrid. Comparison of regression curves with censored responses. In: Scandinavian Journal of Statistics : theory and applications, Vol. 33, no.3, p. 409-434 (September 2006)
Permanent URL http://hdl.handle.net/2078.1/115913