Asymptotic distribution of Crámer-von Mises and Anderson-Darling tests for right-censored data
The aim of this work is to study the asymptotic distribution of the Cramér-von Mises (C-vM) statistic for tests of goodness of-fit, when the data are subject to random right censorship, as well as the implementation of the test in R. We introduce the framework of goodness-of-fit tests and provide an...
| Autor: | |
|---|---|
| Tipo de recurso: | tesis de maestría |
| Fecha de publicación: | 2022 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2117/371949 |
| Acceso en línea: | https://hdl.handle.net/2117/371949 |
| Access Level: | acceso abierto |
| Palabra clave: | Survival analysis (Biometry) Goodness-of-fit Empirical distribution function Cramér-von Mises Right-censored Survival analysis Asymptotic distribution Implementation Anàlisi de supervivència (Biometria) Classificació AMS::62 Statistics::62N Survival analysis and censored data Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
| Sumario: | The aim of this work is to study the asymptotic distribution of the Cramér-von Mises (C-vM) statistic for tests of goodness of-fit, when the data are subject to random right censorship, as well as the implementation of the test in R. We introduce the framework of goodness-of-fit tests and provide an exhaustive review of the ones based on the empirical distribution function, for both complete and right-censored data. We explain the derivation of the asymptotic distribution of the C-vM statistc under a particular model of random censorship, following the results presented by Koziol and Green in 1976. Finally, we implement the test in R and conduct a simulation study to check its performance. |
|---|