Nonparametric testing for a monotone hazard function via normalized spacings
Authors:
Ir
ne Gijbels a;
Nancy Heckman b
ne Gijbels a;
Nancy Heckman b
| Affiliations: | a Institute of Statistics, Catholic University of Louvain, Louvain-la-Neuve, Belgium |
| b Department of Statistics, The University of British Columbia, Vancouver, BC, Canada |
DOI:
10.1080/10485250310001622668
Publication Frequency:
8 issues per year
Published in:
Journal of Nonparametric Statistics,
Volume
16,
Issue
3 &
4
June
2004
, pages 463
- 477
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 37
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Abstract
We study the problem of testing whether a hazard function is monotonic or not. The proposed test statistics, a global test and four localized tests, are all based on normalized spacings. The global test is in fact just the test statistic [Proschan, F. and Pyke, R. (1967). Tests for monotone failure rate. Fifth Berkeley Symposium, 3, 293-313], introduced for testing a constant hazard function versus a nondecreasing nonconstant hazard function. This global test is powerful for detecting global departures of the null hypothesis, but lacks power when there are local departures from the null hypothesis. By localizing the global test, we obtain tests that respond to this drawback. We also show how the testing procedures can be used when dealing with Type II censored data. We evaluate the performance of the test statistics via simulation studies and illustrate them on some data sets.
|
| Keywords: Monotone hazard function; Order statistics; Spacings; Type II censoring |
| view references (37) |

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