On the mean residual life regression model

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	On the mean residual life regression model
	Yuen, KC ; Zhu, L ; Tang, NY
	2003-05-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	113 期号:2 页码:685-698
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.
关键词	empirical process Gaussian process mean residual life random symmetrization bootstrap local power
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000181546700020
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18999
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.