Volume 22, Issue 5-6 pp. 607-619
Research Article

On goodness-of-fit for homogeneity and proportional hazards

Vilijandas Bagdonavičius

Corresponding Author

Vilijandas Bagdonavičius

Department of Mathematical Statistics, Vilnius University, Naugarduko 24, Vilnius, Lithuania

Department of Mathematical Statistics, Vilnius University, Naugarduko 24, Vilnius, LithuaniaSearch for more papers by this author
Mikhail Nikulin

Mikhail Nikulin

U.F.R. Sciences et modélisation, Victor Segalen Bordeaux 2 University, France

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First published: 20 December 2006
Citations: 8

Abstract

The classical goodness-of-fit tests for homogeneity and proportional hazards have small power in the case of alternatives when crossings of survival functions are possible. We give test statistics which are oriented against wide classes of alternatives including single or multiple crossings of survival functions. The limit distributions of the test statistics are derived. Power of some tests are investigated by simulation. Copyright © 2006 John Wiley & Sons, Ltd.

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