On the mean residual life regression model
文献类型：期刊论文
| 作者 | Yuen, KC; Zhu, L; Tang, NY |
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2003-05-01 |
| 卷号 | 113期号:2页码:685-698 |
| 关键词 | empirical process Gaussian process mean residual life random symmetrization bootstrap local power |
| ISSN号 | 0378-3758 |
| 英文摘要 | In this paper, goodness-of-fit testing for the mean residual life regression model recently proposed by Maguluri and Zhang (1994) is studied. The test statistic is derived from a model-based process which is asymptotically Gaussian. Since the asymptotic covariance structure appears to be very complicated and depends on the underlying distribution of the data, the limiting null distribution of the test statistic is analytically intractable. Two resampling approaches, namely the so-called random symmetrization and the well-known bootstrap method, are used to approximate critical values of the test. Given any set of data coming from the null hypothesis, the conditional distributions generated from both methods are asymptotically equal to the limiting distribution of the test statistic. In addition, the proposed random symmetrization method can detect local alternatives which approach the null model at the rate n(-1/2). A simulation study indicates that the distributional approximation through random symmetrization outperforms the bootstrap for small sample sizes. Moreover the former is computationally more efficient. (C) 2002 Elsevier Science B.V. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000181546700020 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18998]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yuen, KC,Zhu, L,Tang, NY. On the mean residual life regression model[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2003,113(2):685-698. |
| APA | Yuen, KC,Zhu, L,&Tang, NY.(2003).On the mean residual life regression model.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,113(2),685-698. |
| MLA | Yuen, KC,et al."On the mean residual life regression model".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 113.2(2003):685-698. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。