求U型过程拟合优度的一般方法

D. Ghosh, Youngjoo Cho
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引用次数: 1

摘要

拟合优度程序是评估统计模型充分性的基本工具。在这项工作中,我们提出了一种基于加速失效时间(AFT)模型的u过程拟合优度技术的一般理论和方法。许多示例将集中于阶为2的u统计量。虽然许多作者提出了一阶u统计量的拟合优度检验,但对高阶u统计量的拟合优度检验却很少。本文利用Nolan and Pollard(1987)和Nolan and Pollard(1988)的理论结果,提出了二阶u统计量的拟合优度检验。我们提出了一种重采样方法,这是Lin等人(1996)提出的方法的概括。仿真研究用于说明所提出的方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A general approach to goodness of fit for U processes
Goodness of fit procedures are essential tools for assessing model adequacy in statistics. In this work, we present a general theory and approach to goodness of fit techniques based on U-processes for the accelerated failure time (AFT) model. Many of the examples will focus on U-statistics of order 2. While many authors have proposed goodness of fit tests for U-statistics of order one, less has been developed for higher order U-statistics. In this paper, we propose goodness of fit tests for U-statistics of order 2 by using theoretical results from Nolan and Pollard (1987) and Nolan and Pollard (1988). We propose a resampling approach which is a generalization of that proposed in Lin et al. (1996). Simulation studies are used to illustrate the proposed methods.
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